Any fire events like this are almost always caused by one or more of a few different things. Figuring out what it was isn't always so easy though.
In absolutely no logical order:
Fire-breathing animal or beast feels like having some roast (insert nearby creature here).
One of your dwarves, a new migrant, or a merchant/guard/liaison fire mage shows up, and is frightened by a completely harmless critter.
A merchant, guard, liaison, invader, or I guess rare migrant, who learned some type of secret involving fire or that might cause fire does the same.
Something is up with your RAWs (or just a weird glitch) that allowed some item brought onto the map to be made of a material it shouldn't have, which then went poof and started a fire. (Pretty sure this is what causes the just embarked wagon destruction, and sometimes fire, that shows up on the forums from time to time. Only seen it once myself, and only at embark, so not sure it can even happen later.)