对的,正确的句子是What I want to say is that.what I want to say是主语从句.
给你几个例子哈
What he did was right.
What he gave me was a book.
另外主语从句不光是what引导的(可以由从属连词that,whether等引导；也可以由连接代词what,which,who以及由连接副词how,when,where,why,as等引导),再给你几个例子：
When he will come is a problem.他什么时候来还是个问题.（这是when引导的主语从句）
(1995年6月四级第55题)In some countries _____ is called "equality" does not really mean equal rights for all people.
A) which B) what C) that D) one
（这个选B）
比较特别的一个引导词是as,既当引导词,又当从句的主语,给你两个例子：
(1993年6月四级第67题)____is known to the world,Mark Twain is a great American writer.
A) That B) Which C) As D) It
“全世界都知道,马克吐温是一位伟大的美国作家”.应填入的是代表整个主句的关系代词.As在从句中作谓语动词is known 的主语.that作关系代词不能代表整个从句,所以选项A)错误.选项D) 的it不是连接手段.如果句首用it,全句应该写为：It is known to the world that Mark Twain is a great American writer.选项B) Which可以用来代替整个主句,但必须位于主句之后.
(1997年1月四级第37题)As __ announced in today's papers,the Shanghai Export Commodities Fair is also open on Sundays.
A) being B) is C) to be D) been
“据今天的报纸宣布,上海出口商品博览会星期日也照常开放”.（选B）
够清楚了吗?