Surface Pro 3 pen exploded.

[watercooled]

Dayum i wasnt aware that the batteries can explode in these things. Do you know what might have caused it? Now im a bit anxious of buying a surface pro 3

Batteries (or devices using batteries) can go bad, it's just one of those things really. I don't think a single occurrence is necessarily cause for special concern beyond the fact that, as I said, batteries can occasionally go bad.

[Ogami]

Has there been an update on what microsoft was going to do or do for you?