"have verbed" is called the "present perfect" and means that the action began in the past and is still going on, or that it happened at some unspecified time in the past (in which case it's not really "present" to my mind but that's what it's called).

Compare to the simple past:

"I ran to the store." I did this on some specific occasion that I am telling you about.

"I have run to the store." I did it some time in the past, but I'm not getting into details about just when right now.

Also, "I have run to the store many times." It's something I did in the past and will likely do again in the future.

"had verbed" is the "past perfect" and refers to something that happened in the past before some other event that is specified in context. Like:

"Before the police arrived, I had climbed out the back window."

This can indicate a state that existed in the past but no longer exists. Like:

"We had lived happily together, but then we had a big argument and she divorced me."

Or it can simply indicate an order of events. Like:

"I had removed the left wheel before I was able to change the spark plugs."

Note that the other event is necessarily specified in the same sentence. It could be elsewhere in the larger context.

"I could no longer fit through the window. I had gained too much weight."

(In this case I put it in the immediately preceding sentence, but that was just so I could make a short example. It could be many sentences before. Or you might not specify the other event until later, perhaps because you're building up to that for emphasis.)

So long explanation. In your example, you probably want to say, "I have completed all the tasks." It's something you did in the past -- probably the recent past, but whatever -- but you're not specifying exactly when.

If you were going to say just when, you would use the simple past. Like, "I completed all the tasks yesterday."

"I had completed all the tasks" only makes sense if there is some other event that you're relating to. Like, "I had completed all the tasks before I took my lunch break".

If you didn't give another event, it would sound -- to me, anyway -- like the "past state no longer in effect" case, implying that they were complete at some time in the past but then something happened so that they are not complete now. Like something happened to ruin what you had done. ("Well, umm, I HAD completed all my tasks. But then George came along and stole some of my parts to use in his project so I had to start over.")