Mushrooms. No, not the ones which grow under trees, the ones which accumulate on candle wicks.
Mushrooms on candle wicks are the natural result of carbon buildup as a result of burning your candle. Some candles mushroom more than others, depending upon its ingredients: the wax, the wick, the fragrance, and the dye.
To burn your candles safely, these mushrooms should be removed prior to additional lightings. To remove, use a wick trimmer, which can "lift" the mushroom from the wick. Alternately, tilt your candle to the side then trim using a standard pair of scissors. Either way, ensure the mushroom does not fall onto the wax or become stuck in the wax pool. Always trim your wicks with a candle in which the wax has cooled.
Mushrooms can also be minimized by trimming your wick to 1/4" prior to burning.