word order - Why must “has” come before the main verb here?

Wrong Sentence:

Never before in the history of the world such a thing has happened, I don't think that will ever happen again.

Right sentence:

Never Before in the history of the world has such a thing happened, I don't think that will ever happen again.

Why “has such a thing happened” is the right form, and why can't I use such a thing has happened?

Answer

Because never is a negative, so you have the instance of obligatory subject–auxiliary inversion called negative inversion:

In linguistics, negative inversion is one of many types of subject–auxiliary inversion in English. A negation (e.g. not, no, never, nothing, etc.) or a word that implies negation (only, hardly, scarcely) or a phrase containing one of these words precedes the finite auxiliary verb necessitating that the subject and finite verb undergo inversion.

See the rest of both linked articles for more. If you have no auxiliary, you must provide one via do-support:

• Never again did I scratch my eye after cleaning jalapeños.


• Seldom do I invert my statements, except for when the rules require that
  
  one do so.

Inversion is also normal in questions, but you got that one wrong, too. You should have said:

Why is “has such a thing happened” the right form?

Because you need subject–verb inversion in a question. You also need more practice with capitalization and punctuation; otherwise you risk confusing people.