Smoke is a result of incomplete combustion. Candle flame is the result of wax melting, being drawn up through the wick, then vaporizing and combining with oxygen in the air. With enough heat and oxygen the vaporized wax will completely oxidize (combine with oxygen) and the majority of the resulting chemicals will be invisible gasses. If there’s not enough oxygen, or not enough heat, then the wax will only partially oxidize, and the wick will start to burn as well. The result of this partial combustion is smoke, a mix of a lot of different chemicals, including many heavier particles that become tiny bits of solid as they cool.
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