The battery light should come on, all the warning lights should come on when the car isn't running.
I think your spark was a red herring but be careful with stuff like this...
Headlights on, turn to start, do the headlights dim?
At a guess I'd say you have dirty connections. Clean both ends and try again.
I had trouble with dirty connections when I replaced the battery on my 190D in the parking lot at the bank where it stranded my wife. I put in the new battery but it took some scraping with my pocket knife to get connections good enough to start the car.