A candle flame has many different zones. It starts from being transparent, and then it turns blue, then yellow, then red and at times black too.  This is the order from the wick onwards. The area where the wick is attached to the candle is the transparent zone. The transparent effect is due to the presence of continuous wax vapors.  The heat in this part of the flame causes tiny particles of soot to rise upwards in the flame. The blue zone after the transparent zone is the result of the burning of diatomic carbon. In the next zone the soot particles also burn resulting in the yellow color. Some particles of soot, if they escape burning rise higher, this causes the red zone. At times when bigger particles of soot rise the black zone is formed. Soot is always present in a candle flame. Some unburned soot particles can escape from the flame. Passing a metal knife through the flame will prove this. You will get a deposit of the soot particles on the knife. 

The earliest method of candle making was to dip the wick, usually made of flax or cotton fibers, into melted wax or fat and removing it to let it cool and solidify in the air. Candles were made by repeating

the process until the desired thickness was reached. Taper candles are still made by dipping, but most candles used today are made by machines.

The Romans used beeswax candles. Tallow (animal fat) candles have been made in Europe since the Middle Ages. In the 18th century, spermaceti, a wax obtained from the heads of whales, was introduced for candles. Since the mid-19th century, ordinary candles have been made from mixtures of paraffin wax, stearic acid (a solid fatty acid) and beeswax. Hydrogenated vegetable oils and other waxes are also used in the making of candles.