I'm no expert at the language (far from it), but I'll try.
"What he told me was good."
I'd say as "The thing he told me was good".
彼に聞いた事がいいです。
kare ni kiita koto ga ii desu.
"I don't know why I went to the mall."
This one's more like "I don't know the reason I went to the mall".
モールに行ったのは分かりません。
mo-ru ni itta no wa wakarimasen.
Maybe those more knowledgeable can fix my poor attempts.