He said, "I went to Khulna." - The Indirect speech is -?

Reporting verb `said` Past Tense-এ থাকলে এবং reported speech-এর verb Past Indefinite হলে প্রচলিত narration rule অনুযায়ী তা Past Perfect-এ পরিবর্তিত হয়। তাই `went` → `had gone` এবং সঠিক রূপ `He said that he had gone to Khulna.`