The Wise Men were sent by Herod on what seemed like an innocent mission to find Jesus. However, Herod had an ulterior motive to use the information the men reported back to him to then seek Jesus and kill Him. He was not a fan of a new King that others are so eager to worship. The Wise Men, however, were genuinely  delighted to find the star that would lead them to Jesus. When they arrived at His birthplace, they bowed before Him, offering gifts of gold, frankincense, and myrrh.
 
Matthew 2:1-12 gives details behind this part of the Christmas story. This candle also smells of frankincense and myrrh, reflecting one of the gifts the Wise Men gave to Jesus.