Most likely you fried the voltage regulator or the diode on your Arduino board (depending in which power source you used), because the servo has drawn too much current.
Many Arduino Kits or Starter Packs come with really small servos. These do not need much power (especially when no mechanical load is attached to them), so you can power them directly from the 5V pin. Greater/stronger Servos draw much more current and cannot be safely run in the 5V pin.
Many tutorials show this, because it is an easy start for a beginner. And with the right servo it works. More sophisticated cases are not covered there.