This is not common. However, some cases of smartphones exploding while the owner is using it have been reported.
These are the common things you do that can make your phone explode as quoted on babamail.com and androidcentral.com
1. Using your device while charging
Most people like using their smartphones while charging, which is so risky to a greater extent.
When you are using it, a lot of heat is being emitted that can, in turn, make your smartphone to explode.
It is often advisable that you leave your device intact while charging. If you have to use it, just unplug the charger and use it.
2. Not using an original charger
There is a reason why different smartphones have their own chargers.
However, most of us go against the instructions and use the wrong chargers.
Some chargers can wreck your phone hence reducing the lifespan of your phone's batter.
Just know that using a wrong a charger can make your smartphone explode.
3. Prolonged charging
This is also another thing that can make your phone to explode.
It is always recommended that you wait until your phone's battery drains to 0 % before you can charge it.
If it is 60 or 80%, don't charge it because this can make it explode.