Thanks to everyone :)

Oh, the joys of English. Really, both can be correct, and there isn't much difference in meaning. "To" is more common. The difference between them is the way the speaker is thinking about it. "To" would have the idea of India as a destination, like a point on a map. "In" would have the idea of being inside it, like a room or a space.

I have never been to India is correct :)

"I have never been to India" is the correct sentence. Hope this helps!