Q:

Why can't I set this variable in an object with an object with javascript?

Why cant I do this I do not understand?
function hello() {
    this.say = 'fdfsd';
}
function goodbye() {
    this.example = new hello();
}

But it works if I do;
function hello() {
    this.say = 'fdfsd';
}
function goodbye() {
    this.example = false;
}
var goodbye = new goodbye();
goodbye.example = new hello();

A:

You have to construct goodbye
var x = new goodbye();

Invoking the constructor will create a new object (of type goodbye).
This line will construct an object of type hello and assign it to the example attribute of the goodbye instance
this.example = new hello();

After construction this is what the instance of goodbye will contain
// x
{
    example: {
        say: "fdfsd"
    }
}

