Hi Fatih!

Thanks for your question! To find out the answer, we need to understand the difference between subject questions (questions about the subject of a sentence) and object questions (questions about the object of a sentence).

Look at this sentence:
William Shakespeare wrote Hamlet.

A question about the object would be:
What did William Shakespeare write?

The answer – 'Hamlet' is the object of the verb write.

A question about the subject would be:
Who wrote Hamlet?

And the answer is 'William Shakespeare': the subject of the verb 'wrote'.

So when the question is about the object , we use an auxiliary verb and an infinitive:
What did William Shakespeare write ?

But when the question is about the subject, we use the verb in the correct tense without an auxiliary:
Who wrote Hamlet?

Now let's look at your examples:

What happened?
What did happen?

Is the word what asking a question about the subject or object of the verb happen? Let's imagine some possible answers to the question – using the verb happen, of course. Which ones are grammatically correct?

1. Something happened to me.
2. Nothing happened to them.
3. I happened something.
4. They happened nothing.

The first two are correct, of course. This means that we are asking a question about the subject of the sentence, so to make the correct question, we use the verb in the correct tense without an auxiliary: What happened?

The second example you give – What did happen? – is grammatically incorrect. However, if you are making a yes/no question, you need an auxiliary, so a yes/no question about the subject could be:

Did anything happen?
Did it happen to you?
Has anything happened yet?

But we would not normally say What did happen?

Thanks for your question, Fatih!