As a player, I am fine with "finding out the hard way" as long as by virtue of itself it isn't an insta kill (causing enough damage or an effect that alone is enough to kill me outright). Though in 4e they give the monster knowledge check info so some subtle clue might be in that.
As a DM, I do try and give some subtle clue based on monster knowledge info checks. But I won't usually say outright "this skeleton will explode when you kill it" I do try and be flavorful/thematic about it... only undead/golems or such might actually explode. if it's a humanoid (though i haven't seen one yet that explodes) then it might be more like his last minute fireball centered on himself ("if i'm going down i'm pulling the grenade pin and taking you with me" type thing rather than his body saying it will explode)
As a DM, I do try and give some subtle clue based on monster knowledge info checks. But I won't usually say outright "this skeleton will explode when you kill it" I do try and be flavorful/thematic about it... only undead/golems or such might actually explode. if it's a humanoid (though i haven't seen one yet that explodes) then it might be more like his last minute fireball centered on himself ("if i'm going down i'm pulling the grenade pin and taking you with me" type thing rather than his body saying it will explode)