I would have said
Sorry I am late. I had never been here.
Because I would, at that moment, be there. Of course, I am not there now, so I do not use the word "here" now. But I would have used "here" in the moment. Now that I am no longer there, I say there. I am always here in the present, but in the past I may have been there. Although I was here in the morning as well.
The "before" at the end would magnify that sense of prior to that moment, but I think that the "had" is sufficient. There is an English grammar "rule" not to end sentences with a preposition, so some would prefer not to end the sentence with "before" to comply. However, non-compliance is common, particularly in spoken English. Adding the "before" to the sentence with "have" makes it descriptively correct if not perfect grammar.
You could also say
Sorry I am late. I had never been here previously.
"Previously" is never a preposition, so it won't make people think that you are ending a sentence with a preposition. But "previously" doesn't come through as naturally as "before" does. It sounds more stilted and formal.
Sorry I'm late. This is my first time here.
This also works.
To restate, here is where I am now. There is someplace that I am not currently. So in your original sentence, it should be "here" rather than "there" because you are currently at the time of speaking at that place.
Now, you might say
Sorry I was late. I had never been there.
Because you are presumably no longer in that place. So it is now there rather than here (wherever you may be now). Unless of course you are reading this on your mobile in the same location. Then you would properly still use here.
11Perhaps just my opinion, but as a native speaker I might easily omit "before" and I wouldn't take any notice of whether someone added it or not. If they're here now, then it's implicitly speaking about the past. – Darren Ringer – 2018-04-19T13:26:21.900
You definitely do not always need before.
"I've been..." said the soldier, trailing off as he peered around at the miraculous equipment in the secret laboratory. He suddenly remembered he had been speaking. "I've been to this building so many times, but I've never been *here*. What *is* this place?"
– Ben I. – 2018-04-19T18:14:14.0307Reminds me of an exchange from a show, after shaking hands with Gray Davis: "This is quite an honor. I've never shaken hands with a governor" "Actually, I was just voted out of office" "Like I said,I've never shaken hands with a governor". – Acccumulation – 2018-04-19T18:39:32.120
3@BenI. It's a matter of emphasis. In your example, you're emphasizing a specific part of the building, and you stress "here". But in the OP, the reason for getting lost is that this is a new experience, and "before" emphasizes that. – Barmar – 2018-04-20T03:49:07.667
@Acccumulation IRL the ex-governor would smile and probably think: "what a smart@.. this guy is..." – CPHPython – 2018-04-20T08:58:48.700
@DarrenRinger I agree, the meaning is implicit when omitting before or previously. Another meaning that it might relate to is that you are currently exploring the place and every new step you take makes that sentence nearly accurate. – CPHPython – 2018-04-20T09:06:21.610