Give your candle enough burning time to develop a melted wax pool that goes all the way to the edge of the container on the first use - this can take up to a few hours, depending on candle size. Believe it or not, your candles have a “wax-memory,” and once a burning pattern has been established, it can be hard to change.
If you don’t allow your candle enough time to form a full melt pool on the first burn, a little depression or “tunnel” may start to form around the wick. This will make it more difficult for the wax around the edges of the vessel to melt, causing the tunneling effect to continue with each burn. Eventually the tunnel will become too deep for fresh oxygen to flow in, and your candle will have trouble staying lit for more than short periods of time.
To prevent this issue, make sure to give your candle enough time to develop a melted wax pool that goes all the way to the edge of the container the first time you use it.