With a normal 10:1 probe, the 220 VAC is only 22 VAC and that should be well within the input range of any scope ever made. 22 VAC is safe. Also the 9 MOhm impedance of the probe will mean that not enough current could possibly* travel up the probe lead to harm anyone (But you must make sure that your probe can handle the voltage. If you don't have specs or a manual for your probe, forget it). Combine that with the fact that all bench-top scopes are grounded, and there is little safety risk. When probing, make sure you are not in contact with anything metal (including the scope) and keep your other hand in your pocket or behind your back. That's just in case you slip and contact something live with your probe-operating hand.
You probably don't need to connect the ground since the AC in the wall is already referenced to ground. If you see a lot of high frequency hash though, you could try grounding it. If you do, don't take for granted that the plug is wired correctly. Measure with your DMM first to make sure there is no AC or DC potential between your probe ground and the ground point you intend to use.
I am not saying "don't think twice, just do it". You need to think twice. And at least one more time. Make sure you are not going to electrocute yourself by touching something live or connecting the instrument wrongly. But if you can connect it properly, and are careful, you can safely probe the AC line.
Someone else mentioned the probe voltage rating in DC+Peak AC volts. "Peak AC" in this case is not the Peak-to-peak AC voltage (220 * Sqrt(2) * 2) but just the peak voltage WRT ground. for 220 VAC this is 311 volt. There should be no DC offset on the line.