Use sbt -jvm-debug 5005, connect to the remote JVM at the port 5005 using IntelliJ IDEA, place breakpoints on the desired lines of the source code of Spark.
$ sbt -jvm-debug 5005
Listening for transport dt_socket at address: 5005
...
Run Spark context and the breakpoints get triggered.
scala> val sc = new SparkContext(conf)
15/11/14 22:58:46 INFO SparkContext: Running Spark version 1.6.0-SNAPSHOT