Coal dust is a fine powdered

Powder (substance)

A powder is a dry,thick bulk solid composed of a large number of very fine particles that may flow freely when shaken or tilted. Powders are a special sub-class of granular materials, although the terms powder and granular are sometimes used to distinguish separate classes of material...

 form of coal

Coal

Coal is a combustible black or brownish-black sedimentary rock usually occurring in rock strata in layers or veins called coal beds or coal seams. The harder forms, such as anthracite coal, can be regarded as metamorphic rock because of later exposure to elevated temperature and pressure...

, which is created by the crushing, grinding, or pulverizing of coal. Because of the brittle nature of coal, coal dust can be created during mining

Mining

Mining is the extraction of valuable minerals or other geological materials from the earth, from an ore body, vein or seam. The term also includes the removal of soil. Materials recovered by mining include base metals, precious metals, iron, uranium, coal, diamonds, limestone, oil shale, rock...

, transportation, or by mechanically handling coal.
Coal dust suspended in air is explosive -- coal dust has far more surface area

Surface area

Surface area is the measure of how much exposed area a solid object has, expressed in square units. Mathematical description of the surface area is considerably more involved than the definition of arc length of a curve. For polyhedra the surface area is the sum of the areas of its faces...

 per unit weight than lumps of coal, and is more susceptible to spontaneous combustion

Spontaneous combustion

Spontaneous combustion is the self-ignition of a mass, for example, a pile of oily rags. Allegedly, humans can also ignite and burn without an obvious cause; this phenomenon is known as spontaneous human combustion....

. As a result, a nearly empty coal store is a greater explosion risk than a full one.