Translation:Hvad skete der?
I don't know the exact answer to this, but I do notice that this is grammatically identical to Dutch--"Wat gebeurde er?" which also translates literally as "What happened there?" Danish and Dutch have quite a few similarities due to a common Low German influence in the Middle Ages, so perhaps this is the origin of the seemingly extraneous "der"/"there."
I know in Dutch, it is mandatory--"er" is used in a lot of circumstances where there would be no subject pronoun in English, such as with "what" questions.
"Wat zit er op de tafel?" - What is (there) on the table?
Perhaps this is also the case in Danish (can't seem to find an answer online) or maybe this is just a fixed expression, but I would say that, yes, "der" is required here. Hopefully a native Dane can drop in for some clarity!