Is there a special type of screw to hang a light fixture onto the ceiling?
If you are replacing an existing fixture, the answer is likely no.  What it sounds like you are describing is a thread cutting screw:



or:



These tend to be included with mounting hardware to make it easier to screw them into unthreaded holes in plastic or fiberglass electrical boxes. Unless you are using a new electrical box without threaded holes for the fixture strap (or the attachment points on the strap are not threaded) there is no reason to use them.