I'm glad that you were ok. I would probably have over-reacted by diving under the bed. The lesson that I took from the footage of the Chelyabinsk meteor (1) is this:
When people see a sudden bright light in the sky, the usual reaction is for them to go to the window to see what it is. So then the blast wave arrives in time to give them a face full of flying glass shards. (2)
Don't do this! Doesn't matter if you're being nuked or if it's only a meteor, get down and stay away from the windows! Nothing good will come of having a look-see.
1) https://en.wikipedia.org/wiki/Chelyabinsk_meteor
2) https://en.wikipedia.org/wiki/Chelyabinsk_meteor#Injuries_an...