This spark is normal. When connecting a speed controller to a battery pack, or when connecting a speed controller or battery pack to a wiring harness, or when connecting the battery wiring harness terminal, it is normal for there to be a spark.
This spark is caused by the capacitors in the controller beginning to charge if they have not received power for a while. This spark is perfectly normal and nothing to worry about.
To minimize the size of the spark the connectors can be plugged together quickly.