Sodium Light Bulbs

Yes. Otherwise they self destruct by drawing ever more current from the mains supply. On a proper ballasted supply it should strike red then quickly yellow and then become peachy white as it warms up to pressure.

If it doesn't strike at all then it could be that the lamp vacuum has failed or the ignitor/ballast has packed up. SON is HPS whitish light, SOX is LPS almost pure yellow. Both need a series ballast to work.

Self immolation and/or fuse blows. Lamp may be no good afterwards if used wrongly although you could be lucky. I have had several old nasty magnetic ballasts go south (open circuit) over the years. Electronic starter ballasts seem to be somewhat less inclined to fail. YMMV

always

that was dumb

Sodiums are marked with a triangle with I or E in it. I means bulb contains ignitor, E means it doesn't.

NT

SON lamps usually die by the arc tube darkening in colour, which causes the tube to over-heat and the light to much whiter than usual before extinguishing, and relighting when it cools down. This cycling on and off every few minutes continues forever. If the lamp has an integral ignitor, that might fail which would cause the lamp not to try lighting.

I suspect the "I" means the lamp has an internal ignitor.

Older SON lights will have a series magnetic ballast. They will then either have a separate ignitor which is a 3-lead unit which is connected to the ballast and neutral, or not in which case you need a lamp with an integral ignitor (which is just a fluorescent tube starter inside the bulb). If you turned the lamp off and on when hot, an internal ignitor will make a "ping, ping" noise same as a fluorescent lamp starter, trying to start it again (which will fail until it cools down). An external ignitor is silent (and it will restrike a hot lamp faster).

If the light has an electronic ballast, that includes the starting function.

Yes.

Depends if it struck an arc. If it's got an internal ignitor, it likely welded the contacts of that closed, as that just shorts out the lamp.