I have had tube equipment since 1985 and I have never seen a tube explode. I have had a number of power tubes fail. Even in the early 1990s when there was a lot of inferior Chinese tubes around. The have all gotten very bright and then just died. If this happens you turn the amp off as quickly as possible. A couple of times I have had a tube take out a resistor. Different tube equipment is made to different standards. Use good quality tubes in well made equipment. Sure it is possible for a tube to explode but it is extremely rare. I have never seen it happen or know anyone that it has happened to. Before the 1960's all amps, TVs, radios, and everything else electronic used vacuum tubes.
So don't worry, be happy. Kick back and enjoy the music!