I went to curl my hair and it MELTED to the curling iron why?!?

I have no extensions. Just my normal hair, I style it everyday and it's fine. I had just sprayed stuff into my hair to protects it against the heat then I wrapped my hair around the curling iron and it immediately began to MELT to the curling iron. It smelt like burning hair and black smoke came from my hair that had been melted off. I know this is effing disgusting and I have no idea WHY it happened!! I feel sick thinking about it. Why did it happen? Is it safe to still curl my hair? I didn't try anymore after that.