Мне удивительно, что вы удивляетесь тому, что много людей плохо понимает формальную грамматику собственного языка!
I mean, one thing that I've heard over and over from people who have intensively studied a second language as adults is: "I never even thought about the grammatical rules of my own language until I began studying a foreign language and doing translations."
And speaking of translations, if it had occurred to me to try translating Lena's two sentences ("What happened?" and "What did you do last night?") into Russian, I would have immediately realized that "what" was a subject in the first one and an object in the second one. ("Что случилось?" vs. "Чем вы занимались вчера вечером?") Although I'm not sure that I would have made the connection between the subject/object difference and the use/non-use of the auxiliary verb "did."
By the way, Lena -- do you understand that "What did happen?" is grammatically possible? However, the "did" would be strongly stressed and typically have a rising intonation, and the meaning would be something like "Что, на самом деле, случилось?" But the "did" in "What did you do last night?" is normally unstressed, and doesn't have an emphatic meaning -- it's simply a past-tense marker.