Did you know there is actually a right way to burn your candles? Here's step #1: the first burn:
The first time you burn your candle is the most important. Wax has a "memory" and will behave as you "tell" it to during the first burn.
For the first burn, you should allow your candle to remain lit until the wax pool is melted completely across the width of the container. An easy way to estimate the amount of time this will take is to measure the diameter and to calculate approximately one hour per inch. So if you've purchase one of my 12 oz. Interlude jars, the diameter is 3 1/8" across the top, and you'll need to allow just over three hours, depending upon the fragrance and other conditions such as draft, for your first burn.
This is what creates the "memory." Wax becomes softer with each melt and will burn the softest wax first. You'll notice that in subsequent burnings that this wax pool melts much more quickly. If you've allowed your first burn to melt correctly, you'll see your future burnings will melt this memory pool more quickly.
If your candle does not burn completely across in the first burn, you'll notice a "shrink pool" develop. And since melted wax is softer than its surrounding wax, this shrink pool will burn first, leaving a rim of stronger wax around it. It becomes more and more difficult for this wax rim to burn because the heated wax will burn what is surrounds it. As the wax pool increases in depth, it becomes easier for the wax to melt what is under it than what is around it.
Wick size can also be a factor, and in all candor, I've noticed that some of my earlier produced candles do not burn as well as those I currently make. I stand behind my product, and if you feel you've received an inferior candle, I will replace it at my cost.
But for now, take a look at candles you've recently burned, and pay attention to the next ones you light. Your candles will start to last longer!