Name some countries which was never been colonised by the Western powers at all?

-Thailand, Ethiopia, Tibet, China (despite some Concessions and the Japanese invasion), Korea (it was a Japanese colony), Arabia (it was a Turkish colony), Iran, Afghanistan. Egypt was never formally a colonial possession but in practice was, and the same is true about Malaya, legally both were Protectorates. Iraq too was a Protectorate under a League of Nations Mandate, like

I am not counting brief invasions and some external pressures such as Thailand and Afghanistan experienced, which included foreign advisers to the governments. As the examples of China and Korea show it was not just the Western powers who colonised other countries, in fact, part of China's claim on Tibet results from a Tibetan kingdom which extended far into what is now modern China, similarly it was the Mongol conquest of China which now justifies China's claim on Inner Mongolia.Ethiopia and Liberia from Africa. Italy only had Ethiopia for only like ten years, and the Ethiopians were still fighting the Italians so that doesn't count as colonization

China, Japan, and some other country I can't remember from Asia are the ones that come to mind.

That is about it. Hope it helps.
Japan, Mongolia , perhaps Thailand.
that is hard to answer - countries have changed since colonization.
Thailand and Ethiopia.