Candles often reveal a sense of mystery, romance, or supernatural guidance regarding the setting in which they appear. The candle can also be a symbol of providence or security as it may illuminate circumstances. If the candle has an unusually large flame, the fire may be the central image.
Do the candles have a ceremonial feel to them? If so, other aspects of the dream may be requiring reverence.
Is someone else holding a candle or candles? Often a symbolic gesture by a dream character-such as holding a candle-will indicate that they are there to lead you.