Issues encountered when adding DC adapter to light powered by battery
Possible reasons:


Many of those adapters are unregulated which means it might give 9 V when fully loaded but a higher voltage when lightly loaded. 
You used an AC adapter. The alternating current alternates the polarity and that or may have caused damage.
You used one with polarity reversed. Check the label. Normally they are centre-pin positive.
You accidentally reversed the polarity.