Short circuit while measuring
It is highly unlikely that the &quot;sparks&quot; had anything to do with the coupling selections.
Rather, the most likely case is that you connected the scope's ground to the circuit, but the point at which you connected did not match the (likely mains) ground of the scope.  This could suggest either that you don't sufficiently understand the design of the system you are examining to safely performance measurements on it, or that there are issues with the mains wiring in the area where you are working.