Ive heard inferitle eggs can explode in the incubator, is this true?
Fertile or infertile eggs can explode in the incubator
IF bacteria gets inside. If bacteria get inside a developing egg it will kill the embryo. Those eggs don't always explode either, sometimes they ooze a horrible smelling substance through the porous shell.
One of the last things a hen does when she lays an egg is to coat it with a liquid we call "Bloom". That's why a just laid egg looks wet. That bloom quickly dries and forms a barrier to keep bacteria out. As long as that bloom is intact it is extremely effective. Chickens can lay eggs for two weeks to get a brood and then incubate them for three weeks more before hatch and bacteria getting in is almost never a problem. Turkeys, some ducks, pheasant, and other fowl can normally incubate for 4 or 5 weeks without a problem as long as the bloom is intact.
You can remove the bloom by washing the egg or using something like sandpaper to rub dirt or poop off of it. So don't do that if you are going to hatch an egg. I know, commercial hatcheries wash their eggs, but they also sterilize the eggs and the incubators and go to great pains to not introduce bacteria to the incubators. Most of us can't take those extreme measures.
So what can you do when you start to incubate? Do not set dirty eggs. A light dusting of dirt or even dry light poop dust isn't a big problem, it's when globs or dirt or poop are one the egg that the bloom is compromised. Sterile your incubator before you start, I wash it down with a bleach solution. Keep your eggs as clean as you reasonably can. Wash and dry your hands before you handle the eggs, do not handle them with oily, dirty, or wet hands. I don't go to extreme measures, just do the best I can. I've never had an egg get bacteria inside it in an incubator. I have under a broody hen when an egg broke in the nest and got some egg material on the other eggs.
I've also heard that they begin to smell.
They do. If you smell a rotten egg smell sniff them individually and carefully but quickly get rid of any that give off that rotten egg smell.
would it be worth it to just leave the egg in the incuabtor until it begins to smell or something?
I candle my eggs in the incubator around Day 7 to get a feel for how many are developing. That's just for my curiosity. I always put them all back. My shells are usually green and hard to see inside them really well. Then I candle again at lockdown. I sniff them too. I remove any that I'm confident will not hatch, mainly the clears. This is not because I'm worried about them exploding in the incubator, I want them out of the way of the chicks that are going to hatch. It's easier to monitor them with the duds out of the way.