It can happen. I've seen it happen myself a few times. Can be a pretty dramatic show going on in there, blue arcs, red hot metal and all. Perfectly safe, just so you know. These things are designed so the fireworks stay inside the tube. Worst case, usually, a resistor located directly under the tube inside the amp will burn out. Something you can replace yourself very easily if you can operate a screwdriver and solder.
Your tubes are about a year old. Buy a new matched set and replace them all. Toss the burned out tube, put the rest in the boxes the new ones just came in, set them aside for spares for next time.
Melody, if yours is like mine
https://systems.audiogon.com/systems/8367 they have a couple little holes on each side, one with a tiny little screw in there. If you look real close at picture #4 of my amp they are just barely visible on the left corner of the amp. Yours should be something like that.
Turn the amp on, let it warm up a half hour or so. You can let it idle or play music, doesn't matter, the amp just needs to be warmed up and stable before setting bias.
You will need a volt/ohm meter. Does not have to be very good or expensive. The amp is labeled with the correct reading. Set your meter to read volts, stick the black probe in the center, red on one side or the other. Turn the little screw to get the correct voltage. Its a very fine adjustment so sometimes might have to be quite a few turns, or none at all, just depends.
Do each tube on each side. Does not matter in what order. Nice to get them perfect but that really does not matter very much either. This was not your problem by the way. Even if bias is way off. Too high bias will shorten tube life but tubes can blow like yours did, or not, regardless of where bias is set. Its just the nature of the beast.
That's it. You are done. Enjoy your new tubes. Depending on how much and how loud you play they will usually last at least a year, to even 3 or more. You can replace them proactively but that really will not get you much. I have had tubes last 5 years. I have had tubes last less than 5 weeks. It is what it is. Which is worth it, because it sounds so nice when it works, eh?