Why not to overload a socket?

Yes! A socket is a part of a circuit. Usually there are a number of sockets and lights associated with a specific circuit. The wiring of the circuit and the circuit breaker are limited to a specific amperage. If you exceed the amperage, you can blow the breaker. If the wire is rated for 15 amps and the circuit breaker is rated for 20 amps, the wires can overheat and cause fires.