"What did happen?" is the emphatic form of the question.
Suppose you see several people on the ground. You ask them, "What happened?"
One guy says, "Bigfoot came up to us and pushed us down." A different guy says, "No, it was obviously space aliens. They fired some sort of beam of light at us."
You are confused. Obviously both things can not be true.
"What DID happen?" you ask yourself.
(Make sure that you stress the word "did." Make it louder than the other words.