I made this candle last night, by melting down the remains of my favorite vanilla candle then pouring the hot wax into a heat resistant glass coffee cup.  I had previously bought a spool of candle wick at a local craft shop. Below you can see how I wrapped the wick around a straw and placed a paperclip on the bottom of the wick to weight it down. I wanted the wick to hang straight. Next I poured the hot wax into the empty glass container. Be careful not to burn yourself on the hot wax. Make sure the wick is in the middle of the container. Once the container is nearly full, carefully set it aside and let the wax cool. Next trim the wick when the wax is cold and solid.
The next step is to light the candle and enjoy. Here are some simple rules for burning a new container candle.

1  The first time you burn a container candle, allow it to form a complete pool of melted wax on the surface.

2  Keep the wick trimmed for a nice bright flame.Don’t trim the wick shorter than 1/4 inch. Make sure the wax is completely cool before wick trimming.

3  Keep burning candles away from drafts, as this causes uneven burning and more smoke.

4  Let your candles cool completely before using them again.

Above you can see my new candle almost finished with its first burning.
I got some of the above information from the Napa Valley Register. Take a look. This was my first time making a candle and it was a lot of fun. Also a great way to re-purpose old candles. Especially ones with your favorite scents.