Firstly. what kind of bulb was it? Incandescent or CFL (Compact Florescent Light)? It could be down to a manufacturing flaw or some Incandesants have been known to shatter at the end of their lives.
They tend to burn brighter and hotter at the end of their life, and sometimes hot enough to shatter the glass (Quartz).
If it was a CFL, watch out for the glass piercing your skin, as they contain mercury.
Overload of a circuit is very unlikely, but a surge in supply can cause blowouts, the older the bulb, the more likely the fault.