Yes, this can happen with water, and in fact other liquids as well.
According to the UNSW School of Physics, this is called superheating, and it occurs when a liquid is heated to a temperature slightly above its boiling point without the liquid starting to boil.
The result is an unstable liquid that can boil (steam) violently when a foreign object (i.e. instant coffee, tongue, spoon, etc.) contacts the liquid (I'll explain how/why later in this answer). This violent boiling is the "explosion" referred to in your question, and it can be quite dangerous. (Note that this is not, by definition, an actual explosion, but colloquially, it may be referred to as such. See the comment by dm.skt below.)
Superheating occurs when a liquid is heated in a smooth container*, such as a brand-new mug or bowl, for a long time in a microwave. The smooth container prevents steam bubbles from forming on the surface of the container as the liquid is heated. The formation of steam bubbles is a crucial step of boiling; without steam bubbles, the liquid cannot boil, and this is why superheating is possible.
Introducing a non-smooth object into superheated water allows the water to form steam bubbles on the irregular surface of the object, leading to a potentially rapid boil of the water.
*Note: As a container is used and/or washed, microscopic abrasions and scratches will accumulate on the interior surface of the container, whether from stirring with a spoon or scrubbing. Thus, the likelihood of superheating occurring with any given container decreases each time the container is used and superficially scratched, because steam bubbles will form more easily the more scratches are present.