While it's true that what we see of stars is what they looked like in the past, most of them have probably not exploded (gone through a supernova) by now. In fact most stars will never explode.
The reason we say that what we see of stars is what they were like in the past is actually pretty simple. It's because light doesn't get from one place to another instantly, it takes time because light travels at a measly 300,000,000 m/s. Okay, that is pretty fast. It's actually the fastest thing in the universe as far as we know. But the universe is unimaginably huge! And the amount of time it takes light to travel from distant stars becomes significant.
Whether a star will end its life with a supernova will depend mostly on how much mass was present when the star formed. For example, our sun is a pretty average star. Its technical classification is a G-type main sequence star. Stars like this aren't nearly massive enough to ever trigger a supernova. As far as we can tell, most stars are types that won't ever go through a supernova. In our milky way galaxy, it is estimated that a supernova occurs about once every 50 years.
In order to be seen from Earth, the light emanating from the cosmos doesn't need to be nearly as bright as a supernova. Supernovae are among the brightest astronomical events we can observe. If they occur relatively near us, they can be visible in the night sky for months. For example, the first supernova recorded, SN185
, was visible in the night sky for 8 months in the year 185 CE. The last supernova that could be seen with the naked eye was SN1604
which happened in 1604 CE.
It's also worth noting that most stars that you can see with the naked eye actually aren't that far away. What this means is that the image you're seeing of them isn't ancient, but a relatively recent snapshot.
(published on 05/02/12)