I don't have this massage candle, but I have the JimmyJane and the LELO massage candles.
Always blow the candle out before using, then test it on your finger so you have the temperature you or your partner prefers for massages. I like mine right after the candle is blown out, HOT, my husband prefers his candle/oil cooler.
Never apply the wax while the candle is burning. Burns could result. So could fire, in rare conditions.