Modems don't use much electricity. But they do emit quite a lot
of heat. Either way, a fire is extremely unlikely so long as you do
not overload the sockets with many appliances. If you want to use
an adaptor, use the safer, ''tube'' ones, not the ''cube''
versions.
Trust me, I've left my modems on for months on end... believe it
or not there were brown markings on them due to the extreme
heat. 
Anyway, next time try not to leave things on if you can avoid
it... I usually turn off everything except the fridge in my house
when I'm going on long trips. 