Kong Rong and his family's execution was not due to saying any one thing. Rather, Cao Cao long harboured a festering resentment over his vocal criticism. As a 20th generation descendant of Confucius Kong was a Han loyalist. In line with Confuscian morals, he strongly opposed Cao Cao's increasingly tyrannical usurpation of imperial governance.
The Book of the Later Han, a historical record compiled in the fifth century, describes their relationship in the chapter "Biography of Kong Rong" as:
(Source text missing due to CJK ban: will fill in when able)
It was a time of famine and warfare, and Cao issued an edict banning wine making. Rong authored frequent petitions against Cao's orders, often using arrogant or insulting phrases. He could not stomach seeing Cao's ambitions and trickery became more obvious. Hence his words became more extreme and disobedient.
Rong often petitioned the court that the government should emulate the kingdom of old, and award no fiefs within 1000 miles of the capital. Cao suspected Rong's ideals were becoming more widespread, and thus became fearful of him. Yet since Rong was famed and respected throughout the world, Cao outwardly tolerated him.
Originally, Kong Rong was protected by the respect and fame he enjoyed. As much as he hated him, Cao Cao did not want to appear a tyrant by killing someone so famous. However, as Cao defeated successive rivals in the Central Plains, his position also became more secure at court. He still couldn't simply murder such a renowned and respected scholar, but by 208 he felt ready to have him executed on trumped up charges.
This brings us to what Wikipedia says about Kong Rong talking to an emissary. The Book of the Later Han reports that:
Cao Cao's resentment festered ... so he ordered [an advisor] to falsely accuse Rong. He submitted a petition to the court saying:
When Kong Rong was in Beihai, he saw the disturbances at court and gathered an army with rebellious intentions. He said, 'I'm a descendant of a Great Sage, the world doesn't have to be ruled by L I U". He spoke with an emissary from Sun Quan, and slandered the court. ...
He said with Mi Heng, "The relationship between father and child is really only a moment's libido. A mother is no more than a container for her children". Mi calls Kong "Confucius still lives," and Kong calls Mi "Yan Hui born again."
This is high treason, and deserves to be punished to the extreme.
Upon filing the accusations, Kong Rong was jailed and executed in the market. He was aged 56. His wife and children were also killed.
The accusation that Kong Rong slandered the court to an emissary of Sun Quan is what Wikipedia is reference in that passage. However, this is a wholly fictitious episode. It was merely a flimsy excuse concocted by Cao Cao and his cronies to legally murder a political opponent.
Nonetheless, Kong Rong repeatedly offended Cao Cao with his criticisms, rudeness, and mockery due to their political differences. It's impossible to nail Cao's revenge down to any one thing Kong said, however, since it took Cao years to establish his political hegemony, before which he could not publically move against a renowned elder statesman.