Scopes are pretty hard to blow up unless possibly you are working with circuitry directly connected to the power line (not thru a transformer or other isolated power supply).
Ordinarly scope probes are usually switchable between x1 and x10. What is being multiplied is the impedance, not the voltage as you might think at first glance. The voltage is multiplied by the inverse. A x1 probe therefore has the impedance on the label (usually around 1 MΩ and 10-20 pF) and passes the voltage directly. A x10 probe has 10 times the impedance and attenuates the measured voltage by 10 before passing it to the scope. Therefore if you're not sure what voltage the circuit is, start by putting all the probes on the x10 setting and choose a high voltage scale. Since digital scopes can do math, nowadays you tell the scope (or fancy ones can sense for themselves) what setting your probe is and it automatically adjusts the voltage scale accordingly. For example, the 5 V/div setting for a x1 probe automatically becomes 50 V/div and is displayed that way when using a x10 probe.
Otherwise there is little you can do to hurt a scope. Getting a useful display for various conditions is something else to learn. When I don't know much about the signal or am just using the scope more like a voltmeter because it's already on and sitting on my bench, I usually keep it at x1 probe, 1 V/div vertical, 1 ms/div horizontal, auto trigger, with the vertical offset adjusted so ground is one or two divisions from the bottom.