Since the package it came in also had a warning stating more or less the same thing, I paid heed. The fact of the matter is touching the glass, or more accurately the quartz of the bulb, won’t cause it to blow up. However, perspiration salts from your fingertips will etch the quartz and may cause the bulb to fail prematurely. Should you accidentally touch the bulb, the solution is simple. Use a clean rag soaked in denatured alcohol or electrical contact cleaner to wipe the bulb clean before using it. Secondly, when the bulb is installed, coat the connectors with dielectric silicone grease. Halogen bulbs last a long time, so when it is time to change them, the last thing you want is one to be corroded in place.