I forgot my Air on

When shutting down the computer, wait until the computer completely shut down before

closing the lid.

Best.

If it is running fine now, don't worry and be thankful that nothing happened. If running, with the lid closed in a sleeve or case, yes, a machine could overheat. But, it would have shut down then, as all apple computers have builtin overheat shutdown protection.

There's nothing you can do now - if it is running fine now, odds are it is fine, just don't make the same mistake twice 😉

When you select shutdown with programs running MacOS will attempt to shut the programs down for you but there are times when it cannot. If you've failed to save a document some programs will ask if you want to save or quit by posting a dialog box. That dialog will remain until you answer it but if you've already shut the lid it doesn't get answered. Eventually the computer should go to sleep and when you wake it up there's the dialog still waiting for you. Additionally some programs are slow to quit for one reason or another and on occasion you'll come across a program that refuses to quit. The OS has a set amount of time it will wait for the program to quit before posting a dialog that 'xxx canceled shutdown". That's what you saw.

You have two choices when quitting: 1) make sure all applications have been quit before shutting down which should keep this from happening or 2) keep the lid open until you see the computer shut down.

I combine the two. I quit all my apps and then wait anyway.

I concur with what MIchael Black said.

This happens once in awhile to everyone.

No need to expect any adverse effect from this.

http://support.apple.com/kb/HT2582

Best.