Generate sine wave with signal generator on scope

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I'm new to electronics, and using my new equiptment I would like to generate a sine signal on my function generator and display it on my oscilloscope.

Equipment:

* The scope is Rigol DS1054Z
* Function generator is a $60 digital chinese.

My problem is:

When I plug connect the function generator to the scope, the signal changes on the scope from a flat line to the mountain shape - see here (https://imgur.com/a/nAytK). From the pics you can see the mountainy shapes. However any setting modification on the signal generator does not change displayed signal on the scope. On signal generator tried changing:

* signal shape (sine, sawtooth, etc)

* frequency - value and scale (Mhz, Hz, kHz) on both signal generator and scope.In any case - No change to displayed signal on Oscope.

I understand I do *not* need to connect the signal generator to a dc bench power supply. Just a direct connection between it and the scope is necessary, as I've seen in youtube videos such as [this tutorial]()

I also have an anaolgue signal generator i picked up from ebay. Using that does not change anything - which makes me suspect there's a setting on the Oscope that's incorrect ?
 
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Didn't look at either scope or generator specs, but a good place to start is the scope probe.

If it is switchable between 1:1 and 10:1 attenuation, try it at 10:1. Rather doubt it, but low o'scope input impedance may be swamping the generator signal.

How does a square wave display?
Capacitor compensated probes have one way or another to fine-tune frequency response. Many have an adjustable capacitor trimmer screw head on the probe body while others build it into a pod proximate to the BNC connector. Adjust it to display a "square" square wave with no roll-off or peaking at the leading edge.Many scopes have a dedicated square wave signal brought out to the front panel for such testing.

Re-read the post: Do you mean changing generator frequency does nothing to the displayed waveform? If so, chances are the connection between generator to scope is poor or non-existent, and you are measuring noise.