Initial reports talked about an actual impact with a 30 meter wide crater and damage to a bridge and road. That seems not to be the case.
Subsequent news releases suggested that it was a piece of Komsos 2421 debris impacting (06-026 HK, #33006).
For a summary, see Phil Plait's Bad Astronomy blog post here.
However, this event was certainly NOT due to the mentioned piece of space debris. The object in question was, contrary to apparent statements by a spokesman of the Mexican Space Agency (?), no way near passing over Mexico in a window of several hours around the reported time:
In addition, there are elements available with an epoch 0.75 days after the event, suggesting it indeed was still in orbit after that time. I used Alan Pickup's fine SatEvo software with the current F10.7 solar flux parameter (94) to predict a decay near 12 Feb 9h UTC, 1.25 days after the Mexican event.