Stato, andato and tornato are all past participles of the verbs essere, andare and tornare.
The past participle is generally made by swapping the -are -ere -ire ending of the verb with -ato, -uto and -ito:
andare - andATO
partire - partITO.
perdere- perdUTO.
Many common verbs have past participles that don't follow this pattern:
essere - stato
stare - stato
fare - fatto
prendere - preso
vedere - visto
The majority of verbs in the past use avere, including the verb avere itself. The past participle endings stay the same:
Ho visitato la chiesa
I visited the church
Abbiamo visitato il museo
We visited the museum
Ho avuto un incidente
I had an accident
Essere is used with stare, 'to stay' or 'to be', and with the verb essere itself:
Sono stato felice di vederti
I was happy to see you
Sono stato a Roma per due giorni
I stayed in Rome for two days
Essere is often used with verbs that describe movement, like andare, 'to go', arrivare, 'to arrive', partire, 'to leave'.
Sono andato a Bassano la settimana scorsa
I went to Bassano last week
Sono partito alle due
I left at two
When a verb is used with essere the past participle endings change to agree with the person or thing doing the action:
I ragazzi sono partiti alle sette
The boys left at seven
Le ragazze sono partite alle nove.
The girls left at nine
This form of the past tense has three English equivalents. The way it is translated depends on the context:
Ho viaggiato
I've travelled / I travelled
Hai viaggiato?
Did you travel? / Have you travelled?
Sono andato
I've been / I went
Sei andato?
Did you go? / Have you gone?