This is a simple one. I.e. is Latin for id est, which in English means, "that is". E.g. is exempli gratia, which means "for example". The two clearly don't mean the same thing. I.e. is not a substitute for e.g.
Example: There are many types of caffeine-laden soft drinks, e.g., Coke, Pepsi and Dr. Pepper.
Example: The delivery service is available only on weekdays, i.e., from Monday to Friday.
When you use either short form in speech, you don't say the letters. You say the English phrase. So for the first example, when you say it out loud, you say, "There are many types of caffeine-laden soft drinks, for example, Coke, Pepsi and Dr. Pepper." You don't ever say, "EEE-GEE."
Similarly, for the second sentence, you say, "The delivery service is available only on weekdays, that is, from Monday to Friday." You don't ever say, "I-EEE."
Please also note the punctuation marks in both short forms. It has a period after each letter: e.g. When you use it in a sentence, you pause after saying "for example", so you put a comma after the second period like this: "e.g.,"
It's the same with i.e. You write: "i.e.," when you use it in a sentence.
I hope that clears it up.
