Said to one another (ελαλουν προς αλληλους). Imperfect tense, inchoative, "began to speak," each to the other. It suggests also repetition, they kept saying,

Now (δη). A particle of urgency.

This thing (το ρημα τουτο). A Hebraistic and vernacular use of ρημα (something said) as something done. See on Luke 1:65. The ancient Greek used λογος in this same way.