"I have never visited Italy before" and "I never visited Italy before" both seem fine but if you are visiting a place (Italy) for a first time and you are currently there then could simply say:
This is my first time visiting Italy.
Or
This is the first time I have visited Italy.
Or
This is the first time I am visiting Italy.
"I had never visited Italy until now" sounds off because here you are using Past participle and now (present) at the same time. It would be appropriate in a situation for example:
I had never visited Italy until last year
However you could say:
I have never visited Italy until this week
Please see this post which contains a lot more information on how and when to use the perfect tenses.
To briefly answer your question: As you say, the perfect tense is used to relate two actions or imply a time relationship between now and some action. "When I was younger" is an adverbial phrase, not a separate action. All it does is tell you when something happened, no different from saying "yesterday" or "last year" or "in prehistoric times". Just setting a time frame for an action isn't enough to justify using the perfect tenses -- there has to be a good reason to relate two actions. For example:
When I was younger, I had wanted to be a doctor.
Incorrect. Simple past is sufficient. "I wanted to be a doctor".
When I was younger, I had wanted to be a doctor -- until I saw the movie "Top Gun". Then I wanted to be a fighter pilot.
Correct. "Had wanted" implies it was true, but something happened to affect that desire.
With this information you should understand why "I had gone to the store" is incomplete. You need to have something else happen to justify using the past perfect tense:
I had gone to the store when I remembered I was late for an appointment.
I had just gone to bed when there was a loud noise outside.
I'd started the exam before I discovered I'd forgotten all my pencils at home.
As with most things in English there are subtleties and exceptions with the perfect tenses that you have to learn with practice. Hopefully this will be enough to get you started.
Best Answer
The past perfect indicates that an action started in the past and ended in the past before the more recent present. If you use past perfect on its own without specifying a more recent situation it can often imply a contrast to the past event.
What happens after the past perfect event is of course dependent on context.