I connected the oscilloscope probe to the mains supply but i find its waveform not excactly pure sine wave, So im wondering if there are problem in my scope or something else.
The sinusoidal waveform of the mains supply is very rarely (if ever) perfect. It is affected by transmission line impedance, as well as the parasitic inductance, capacitance, and resistance of the system. Additionally the machinery used to generate the mains power is often imperfect and will lead to imperfect waveforms. The signal your scope shows appears fine to me.
To expand on Dan Mills' answer, devices with rectifiers - and this includes switched mode power-supplies used on many domestic devices from computers, TVs, oscilloscopes, etc. - draw a pulse of current as the mains voltage rises above the capacitor voltage. If the power supply is not very "stiff" (low impedance) then the AC voltage will droop with the load.
Figure 1. Notice that the rectifier current in this half-wave example peaks before the AC peaks and is nearly turned off at mains peak.
This would result in a mains voltage distortion similar to that seen in your scope.
Using a standard scope probe on the mains is a very bad idea from a safety perspective, but that said....
What you are seeing there a bit of flat topping, this is usually caused by crude power supplies doing the bridge rectifier into a cap thing and only drawing current near the mains peaks, but it does not look too bad, I have seen far worse.