It means you're unskilful at whatever it is you're referring to. Example: Person 1: Do you fancy a game of darts? Person 2: Nah, I was never any good at them. "Not to be any good at something" is a common phrase.

"I was never any good at them" means "I never did well when I tried doing those things." I think in Spanish, it might be "Nunca las hacía bien cuando trataba de hacer esas cosas" (I may have made a mistake translating). Hope this answers your question; if not, please let me know.

Thank you as always Bruno!! Thank you so much :D

I don't think it changes the meaning so much, it just emphasizes the fact that the person says he is really bad instead of just bad aha. When I say I was never really any good at this game, means that even if I know it and understand it, I am still bad. When I say I am bad, I could still be "less bad". I guess it's something like this.