Normal candles do drip HOT wax which will burn the skin - not third degree burns but still there is pain. They can be used with CAUTION.

You bought soy wax candles. Yes those are fun for starters. Different kinds of wax have different melting temperatures. The higher the temperature the hotter the wax will be when it falls on the skin. Perfumed candles, colored candles and esepecially candles made of hard brittle wax tend to burn hotter.

I suggest
1) look for uncolored candlesmade with a wax that you can easliy press a fingernail into and the wax will give way rather than chipping, cracking or splintering.
2) large wide candles or votive candles that come in an enclosed container like a glass are preferable because you want to allow a reservoir of melted wax to build up so you will have more at hand to play with.
3) drop or pour the melted wax from at least 12 inches (30 cm) above your "target" thus allowing it to coool in descent. You can drop the wax from as much as 3 ft. (90 cm) away which allows it to cool even more.
4) begin by testing the wax on the inside of the forearm to see how your partner reacts. also the buttocks are usually good for testing.
5) keep the wax and flame away from the face, keep the flame away from hair or anything else that can catch on fire. Also keep wax away from mucous membranes.
6) use something as a drop cloth under and around your partner because it is very difficult to impossible to get the wax out of carpets, rugs, upholstery and clothing.
7) wax can be removed from the skin with something as simple as a driver's license, bank card or similar object altho' some like to use a butter knife of a knife with a cutting edge- for the danger effect. In this last option please be careful not to cut anyone.
8) parrafin wax can be difficult to remove from body hair whereas your soy wax washes out easily.

OK - this is the basic 101 intro to wax play. Take it slowly at first, be careful. Any other questions about it and I will be glad to help.