Both forms are grammatically correct. 1- “What happened?” This is a subject question because ‘what’ (the question word) is the subject of the verb happened. 2-“What did happen?” This is an object question for example: I helped him. Q1: Who helped him? (I) I did. Q2: Who did you help? (him) I helped him.

“What did happen” isn’t correct. What happened is the correct way to ask.