My Geiger counter exploded and I don't know why
It's difficult to give a diagnosis without any more information/pictures. But my first suspicion would be that the HT power-supply has failed.

it could've been the geiger-muller tube itself

They are only under a very light vacuum. You'd barely hear a hiss if it ruptured.

It could have been the capacitor blowing up

Possibly, these things usually have a tiny flyback followed by a multiplier using MLCC capacitors and SMD diodes. A diode in the multiplier might be more likely than a capacitor. Those little diodes are surprisingly loud when they go. MLCCs tend to be a bit more benign in failure.
Components do sometimes just fail, even when used within their rated parameters. But, the power supply may not be that well designed. I have opened a couple of these hobbyist counters and the designs invariably look like it was given to the intern.
Return it for the warranty. And get some proper encapsulated test-sources, you don't want to inhale Americium or get it lost in the carpet.
Edit: The OP has since confirmed the source of failure with the manufacturer. It was the tube, &quot;barely hear a hiss&quot; is apparently totally incorrect for some tubes!