The "infamous BSOD" is simply your OS encountering a critical error. There are actually many different BSOD's depending on what the critical error is.
For example if you have a faulty memory stick it can trigger a BSOD because the OS may not know how do deal with a specific fault. Note there are many different causes beyond just bad memory in both hardware and software relations.
If it seems to run ok now, I would go with it until it happens again. When/if it BSOD's again, take note of the error message and write it down. The key part is going to be a 0x00000000 hexadecimal sequence that will indicate where the error is. Also, if it BSOD's take note of what software you had running and what you were doing with the error occurred. This would help to know if it's a software conflict.
Also, If you are doing any sort of overclocking this can easily turn your OS unstable if you don't have stable OC settings.
If you are worried about it, you can locate the crash error in the Event Viewer and look back to the date and time of the crash. There the system will record information on the event that crashed the system.