The Thesenanschlag or literally Attack of the Theses! may or may not have happened. If it did, it wasn't a hugely symbolic thing--it would have been standard practice.

On October 31, 1517, Martin Luther sent a letter to Albrecht of Mainz, the archbishop in charge of the Church's indulgence campaign, and to the archbishop of Brandenburg, in whose diocese Wittenberg lay. The monk and university professor wanted to protest the Chuch's new campaign of selling indulgences. To the letter, Luther appended a list of 95 points against the Church's doctrine of indulgences, for the archbishops' consideration.

Crucially, Luther referred to this list as "meas disputationes"--my disputations.

If it would please your most reverend Father, you can see my disputations, so that you might understand, how doubtful a thing is the opinion of indulgences, which those men preach as if it were certain.

In medieval universities, disputations (a type of formal debate) were a common exercise for teaching both the participants and the observing audience. By Luther's day, the bigger university disputations, especially involving more popular professors, could be quite public events--reflecting a growing interest in intellectual life (and knowledge of Latin) among urban Germans. The university itself used the doors of the town's churches as its bulletin board to announce upcoming debates. However, it was also not uncommon to inform the archbishop and city council directly of the major ones.

Now, in his letter, Luther doesn't say anything about an actual disputation taking place, and 95 Thesen is kind of a lot for one debate. Still, the pieces are there.

We used to think the earliest source for the legend of Luther actually nailing a list of propositions to church doors was fellow reformer Philip Melanchthon writing in 1546. Melanchthon, crucial to the later course of the Reformation, wasn't even in Wittenberg until 1546.

However, one Luther scholar more recently dug up a reference (in the critical edition of Luther's works, nonetheless) from one of Luther's closest and earliest assistants that also says

In 1517 on the eve of All Saints, [theses against indulgences] were placed on the doors of the churches of Wittenberg by Martin Luther

This note is from 1540--slightly earlier than Melanchthon. But it is crucial because the original source (before the critical edition) is a copy of the Bible that has notes from Rörer and from Luther himself. So Luther would probably have seen the comment. But human memory is fickle. Are people remembering an event, or remembering what they think of an event based on accumulated legend? Rorer's language, too (he calls the churches "temples," which is an interesting choice that different scholars have interepreted different ways), certainly suggests he's viewing the situation from a 1540 perspective instead of a 1517 one.

The important thing to keep in mind is that Luther's goal was reform, not Reformation. He was a committed monk, priest, and professor in a Church that was creaking towards a lot of his own theological ideas. The entire history of the medieval Church had been one of reform movement after reform movement; there was no reason to suspect in the beginning that this one would be any different.

(Incidentally, Luther was initially content to keep the cult of the saints in some ways, but eventually both the implications of his theology and pressure from the public--basically all his major followers rejected it wholesale, although certainly devotion to the saints lingers around in popular Protestantism for awhile--changed his mind.)