Compressor stall is only one reason. Casey is right: Moving the throttle too quickly leads to an oversupply of fuel which in turn will add too much energy to the air in the combustor, heat it and let it expand more quickly than what the turbine will accept. This will increase the pressure in the combustor over that in the last stage of the compressor, and the heated air will escape the combustor in both directions. That is a fancy way of saying that the compressor stalls.
However, the oversupply of fuel in the combustor will also overheat the engine components. Given that jet combustors run rather lean, there would be plenty of oxygen left to burn the extra fuel. Temperature would rise quickly before the air mass flow can help to cool the combustor. Both the combustor and the turbine would overheat, and in the worst case the engine would be destroyed. Modern engines use computer control to increase fuel supply only slowly. Before that, the pilot had to be careful not to move the thrust levers forward from idle too quickly.
An added risk on multi-spool engines is compressor surge from a dynamic imbalance. The lower inertia of the high-pressure spool allows it to speed ahead of the low-pressure spool, and now the later stages of the compressor run too quickly and are starved of air, because the low-pressure part cannot pump enough air to keep the high-pressure compressor from stalling. Only careful application of thrust commands or computer control can limit the extra heat in the turbine such that the high-pressure compressor will stay within its surge limits.