Max bulb wattage for a lamp
The construction and insulation of the socket assembly, the size and temperature rating of the wiring, the proximity and design of the shade... generally anything related to either electrical current or heat affects its wattage rating. 

Using a bulb of higher wattage than the lamp is rated for means that wiring may be overloaded, causing it to heat up, and/or the structure of the lamp will heat up due to conduction and radiation from the bulb. Either can cause burns or fires.