Big explosion from a crystal radio - that will be the day!
The physical dimensions of the coil, the material inside the core (if any) and the number of turns decide it's inductance. The frequency it tunes the radio to is set by the inductance and capacitance of the tuning control. Frequency = 1/(2*pi*sqrt(L*C)) where L is the inductance of the coil and C is the value of the tuning capacitance.
Don't worry I've built many over the past half century or so and none have exploded yet.
A crystal radio was used a long time ago when there were very few AM radio stations so the very poor performance (poor selectivity because it did not have many tuned LC circuits like a modern radio) of the crystal radio did not cause the stations to interfere with each other. Also, its sensitivity was also poor so that it picked up only strong local stations then Automatic-Gain-Control (AGC) used in modern radios was not needed.