Did it happen? No.
In current (Disney) canon, there are only two moon-sized or larger hyperspace-capable ships: the Death Star (I and II) and Starkiller Base. Neither of them has collided with anything in hyperspace in any of their canon appearances. There may be Legends examples, but I can’t find any.
Is it possible? Yes.
It’s important to distinguish between two related but distinct situations here, either of which could be considered as “colliding at lightspeed.”
An object could emerge from hyperspace close to another body and collide with it. It would be traveling very fast, but not at lightspeed; faster-than-light travel is only travel is only possible in hyperspace.
This has happened, but never to a ship the size of the Death Star.
If destruction of the base was the goal, why hadn’t whoever was behind
the attack used the ship as a bomb by reverting from hyperspace in
closer proximity to the moon? Planetary bodies larger than Sentinel
had been shaken to their core by such events.
Tarkin
If this happened to the Death Star, it might be destroyed, or might not be. Its shields could protect it from collision, depending on the mass of the colliding body, and possibly whether the colliding body had shields.
An object could intersect another object’s gravity field in hyperspace. Such fields are referred to as gravity wells, though there are also free-standing gravity wells. This, again, has happened, but not to a Death-star-sized ship.
Another, the Arbitrator, made a bad hyperspace calculation to escape
pursuing NR ships. It evaporated when it was sucked into a gravity
well.
Aftermath: Life Debt
If this happened to the Death Star, it might well be destroyed.