"Tell a story, please" or "Tell me a story please"?

Solution 1:

As a verb expressing communication, "tell" almost always requires both the direct object of what is being communicated and the indirect object of the person being communicated with. "Tell me about your hobbies" is the standard form.

Solution 2:

Depending on the group, it would be correct to use a pronoun.

Tell me about your hobbies, please.

This works if you are the only other person in the room.

Tell us about your hobbies, please.

This works if there are others present.

Tell about your hobbies, please.

This is awkward conversationally, but could conceivably be used in a larger context:

What do you like to do? Tell us something about your interests. Tell about your hobbies, for example.

In the third sentence, the pronoun would be omitted but implied. I doubt you are interested in this kind of subtle distinction, however, and advise you simply to use the pronoun after tell.