From the Super Mario Wiki
Glad Bob-ombs are like regular Bob-ombs, only they tend to jump around more. They also appear to be singing a tune as they hop, showing off how glad they are. When they explode, they leave behind a puff of confetti. However, the confetti doesn't affect the gameplay.
According to the game's Glossary, it states that a Glad Bob-omb "Skips happily toward you. It explodes, so be careful!"