Obvious, isn't it? They explode and make a mess inside, don't they? Not always.
In
this story, a girl microwaved an egg for 40 seconds, carried it out, and it exploded 30 seconds later, hitting her in the face and badly damaging her eye. Luckily, she made a full recovery. But it could have easily blinded her.
It's a phenomenon called superheating: water inside food can be heated well over 100C (212F), something that's usually not possible because of convection currents. Then, after being jolted or coming into contact with something cool, it turns all into steam it once. In an egg, it can be enough to make the egg explode like a firecracker. Usually with coffee or tea it erupts into a fountain of scalding liquid when you put the sugar in, which can give you very serious burns, even disfiguring ones.
So a public health warning: don't microwave eggs. If you use a specially designed plastic thingy to microwave 'em, wait for a while once you take them out. And be careful about microwaving drinks, too.