Sorry you had trouble but the advice was correct.
I have made 10's of thousands of voltage measurements on live circuits with all types of analog and digital meters and never smoked anything. Properly used there is no way a digital meter set to volts could cause smoke. Impossible. The most logical explanation is you accidentally set it to measure current as you turned on the meter
You should have the meter on and then insert the leads.
You really should open it to inspect for damage and replace the part that smoked.