Though this is an uncommon occurrence, it does happen. Whenever you have a lithium ion battery, you have a risk for burning or even an explosion. The latest device to burn up is a Samsung Galaxy S6 edge+, specifically from Sprint.
The owner of this device claims that he plugged it in using the charger included in the box and felt it overheating. He took it off the charger and put it on his bed, where it then combusted. The usual cause of these fires is a cheap third-party charger, which wasn’t used here, and it wasn’t even charging when this happened.
If you own a Galaxy S6 edge+, don’t worry about it. This is an isolated incident and nothing points to this being a substantial risk on other devices. It happens, and it sucks, but that’s what we risk when we carry volatile energy packs in our pockets every day.