That clauses

As some students have asked me about that clauses, I'll briefly mention here that a "that-clause" is a sentence that follows after verbs like think or say:
            I think that he'll be fine. 
            She said that her parents knew about her trip.

They also follow nouns to do with thinking or saying: advice, argument, hope, promise , idea

            He made a promise that he would do all he could to help.
            I had a funny feeling that something was wrong.
 
We can always use a clause without the word "that":

            They admitted [that] they had made a mistake.
             I am sorry [that] you can’t come.

You can practice building more that clases in this exercise from Learn English at the British Council.