A: It used to matter a lot years ago because computers were very delicate. They weren't designed to stand up to any abuse, and they were really easy to break. It doesn't matter that much now, because most modern laptops have been designed to perform without problems regardless of how you plug them in or unplug them. However, when you are plugging in and unplugging your computer from the wall, there is a chance that you could have an arc of electricity that could cause damage to your computer. It's rare, but it could happen, and it sounds like it already has happened in your case. If you really want to be safe, when you unplug your computer, you should first remove the plug from the laptop, then remove the plug from the wall, and go in reverse order when you plug it in.
So when you're plugging something in, first plug the cable into the wall, then plug the cable into the laptop. When you're unplugging it, unplug the cable from the laptop first, then unplug it from the wall. So the rule of thumb is: start at the wall when you're plugging something in, and start away from the wall when you are unplugging something.
Ideally, you should always use a surge protector for your computer. Surge protectors prevent your device from being damaged by lightening or regular electrical surges that can damage your computer while it is plugged in. Some laptop power bricks have surge protectors built into them, but it's still a good idea to plug a surge protector into the wall, and then plug your computer into the surge protector. Make sure that the surge protector you are using has a high enough joules rating for what you are using it for. The higher the number, the greater the protection. So, you want a surge protector with at least 200-400 joules of protection, but greater than 600 is best.
Also, if you have a legitimate cause for concern, such as a loose connector or a bad electrical outlet, you should also turn your laptop off first, before you disconnect it, even if it does cost you points in the game. Obviously, though, you still need to get the problem fixed. You either need to hire an electrician to replace the outlet, or you can find a new connector for your laptop online or at a retail store. If you don't fixed what caused the spark, you may have a bigger problem on your hands than a bad score in Minecraft.