Surge current:
At instant a power supply is switched on, a sudden current surge take place, even with no load at output. This is because filter capacitor(s) require an initial charge, and they draw a lot of current for the short time. The surge current is greater than the operating current. This can destroy rectifier diodes. The phenomenon is far worst in high voltage supplies and voltage multiplier circuits. Diode failure can be prevented in at least 4 different ways.
The 1st method uses brute force. You can simply use diodes with the current rating of many times operating level. The basic disadvantage is cost. The high voltage, high current diodes can become expensive.
A 2nd method involves connecting several units in parallel where a diode is called for in circuit. This is actually the variation on the 1st method. The overall cost may be less. Current equalizing resistors are essential.
A 3rd scheme for surge protection is to apply input voltage little. A variable transformer, called as Variac, is useful. You start at zero input and turn a knob to get up to the full voltage. This can completely get rid of the current surge.
A 4th way to limit current surge is to use an automatic switching circuit in the transformer primary. This applies a reduced alternating current voltage for the second or two, and then switches in full input voltage. It depends on overall cost, operating convenience, and whim of design engineer.