When talking about things in the past, the past perfect happens before the simple past.
In your example
If someone feels that they had never made a mistake in their life, then it means they had never tried a new thing in their life.
had never made and had never tried are two actions which were started and ended in the past compared with how the person feels (present). The equivalent would be
If someone feels that they never made a mistake in their life, then it means they had never tried a new thing in their life.
where never made is nearer in time than had never tried since one would have had to try before failing.
I had called you
I had gone to the wash room
could individually use the simple past
I called you
I went to the wash room
with similar meaning, however, using past perfect sets up a scenario for something in the more recent past
I had called you before I went to the wash room
I had gone to the wash room before I called you
To answer where you were when they called:
I had gone to the wash room when you called me
means you were in the wash room (past perfect) when the person called
I went to the wash room when you called me
means you heard the phone ring then went (simple past) to the wash room