What would cause a wall socket to catch on fire?

An outlet will only get hot enough to cause a fire if:

1. There is a problem with the wiring connecting it to the supply, this will become quickly obvious when in use.
2. It is overloaded. The electrical supply is supposed to have a fuse or breaker to prevent this.

There is also a 3rd cause of potential fire:

3. A loose wall socket connection

Loose wall socket connections can be a MAJOR concern, causing the plug and socket to overheat. This is primarily a problem on older homes.