Never have I ever... means that you have never done something. The use of this phrase is really popular as a drinking (alcohol) game. People go around saying things they have never done and if someone has done what that person has not done, then the person that has done the task has to drink. for example: Me: Never have I ever gone skydiving. Person 1 has gone skydiving so person 1 takes a drink. So on and so forth. Hope this helps