The second one is correct. You are speculating about something that could occur: I think there might be problems if we go to the party. You could rephrase the first sentence to reflect the past tense: I think there might have been problems if we had gone to the party. Neither sentence needs a comma. "There might HAD been" is incorrect English. (I'm a native English speaker from the U.S.)

Without the commas, both are fine for spoken English.

Thank everybody for helping me. Stay safe.

You don't need a comma in either sentence, first of all. The second sentence is fine. The first isn't. I have to respectfully disagree with the previous posters, I don't think that "there might *had* been problems" is right at all. It sounds dead wrong to me. I wish I could give you the grammatical explanation, but I don't have it, it's just a sense of the language, although I'm sure there is a proper explanation. The closest I can get to a correct sentence, mantaining your original meaning is: "I think there might have been problems had we gone to the party". I'd love to see more opinions and inputs on this. Hope it helps.

Might means that you have some little knowledge of the situation/that may or may not happend. The first one should be "There might had been." - but the second one is right as well.