Hay fires?

I just got my first small round bale of hay.
This was to be used in the coop, garden beds, dog house for warmth and future nutrients.  But i got warned if it gets wet it can catch on fire.
Im mostly concerned with it in my coop.
Anyone have input on this as a fire hazard?
There will not be any lights nor heater in my coop.

If you make reasonable efforts to keep the bale dry, you should be ok.  The concern is from decomposition generating heat.  

I have never had a problem with hay fires.

The round bales were bought individually as needed and put into a hay ring for the cows.

Square bales were bought and stored in a barn.

A guy up the road from me has four or five hay rings with what I assume were round bales as I can't see any bales.  No problem with fires there either.

Maybe spreading the hay around will help or cover with a tarp?

I've never heard of one bale spontaneously combusting. It's usually when a barn is filled with hay that has not been thoroughly dried. The heat generated inside a large, insulative mass with little airflow can then get high enough to start a fire.

Thankyou for the reassurance.  It'll be spread around.

You are going to find hay bale fires generally in large stacks that were put away wet. Yes, you can have them in smaller areas but I find it kind of like making a compost pile. You need it to be at least a certain size for it to get up to that temp that kills weed seeds and such. I've been to a number of hay bale fires as a volunteer firefighter and they were almost always large baled amounts. I wouldn't sweat it too much.

I built a small barn for a gal outside of Kalispell, MT a few years ago.  It was 30 X 60, horse stalls on each end and feed area in the middle.
I had it wired it up with a light in each section and a couple outlets.
Told her, (she was new to animals), don't put green bales of hay in the barn.  Let them dry first.
A few weeks later I get a call from her that her barn burned down.  Said it was the wiring.  She never had that hooked up to any power tho.  Firemen determined that she had loaded the barn with green bales of hay.  It started the fire.  I was just glad that I had been paid for the job.  
Oh, ya, horsed were out on pasture so they were ok.

Which is one reason why I decided, once I hit 25 bales, to store my hay under a cheap carport.   Carports are easier to replace than barns.  But, so far, I have never had a hay fire.

My father lost a whole wagon of hay one time when bringing it home on a truck back in the 70s.

It was improperly dried before bailing and the wind rushing by started drying it quickly and creating fiction in the bales. He lost the whole wagon.