Learn English – Is the tense in “You know I had always wanted to visit that city.” correct in this context

If I understood the sequence of events correctly, your letter should look roughly like this:

I'm writing to report that I've already sorted out the problem. Thank you for the suggested solution. I had tried this solution before receiving your letter though.

Using the Past Perfect is okay here: you're mentioning an event in the past: trying out the solution, and then a subsequent event: receiving their letter.

You may use did try to put more stress on the fact that you tried this solution:

I'm writing to report that I've already sorted out the problem. Thank you for the suggested solution. I did try this solution before receiving your letter though.

But did try would look better in a letter telling that you still haven't sorted out the problem, as a way to reassure them that you've indeed tried it.

If you use "I have tried that" it will look ambiguous: the construction will leave them guessing when exactly did you try the solution: before you received their letter with the suggestion or after.

First of all, your first and third replies have the same meaning. They may be different tenses, however they both mean "Until now, I did not think about it".

Your second reply would not be correct in this context. Your example in the past perfect "I had never thought of that" doesn't mean the same thing as the other two. "I had never" means that you did not think about it before a certain point. Since you have not stated when this point is, it doesn't really make sense. It would be correct if you added a time frame such as:

Before you said it I had never though of that.

Regarding your questions, either the past simple or the present perfect are both likely to be the natural reaction for a native. Often, it is slightly more formal to use "I have never though of that" but that doesn't make it less natural, it just depends on your background.

Personally, I would say "I have never though of that", but I know that many people would use the past simple instead.