I have heard a lot of complaints about black smoke or fog happening when they lit most candles. I went and bought a few commercial candles since it has been a few years since I have even bought a candle.
Black smoke is usually caused by a too long or too short of a wick. The most known candles do indeed suffer with this issue of either too small or too big wick. The primary cause of black smoke is an overly long wick. When a candle burns, the wax near the flame melts and the liquid wax is pulled up the wick to feed the flame. If the wick is too long, the balance of heat and fuel will be off. This throws off the chemical reaction and can produce excess soot and smoke.
When you light a candle, have you wondered why does the candle wick have a black "mushroom shape" after burning? The "mushroom" shape, formed at the end of a candle wick after burning, is the result of carbon buildup, where the flame consumes more wax than it can burn. It is a common occurrence and can be a sign that the wick is too large for the candle.
To help minimize this be sure to trim the wick either after use or before you light it. Also when you first light a candle, have it go for about 2 hours. This will give you an idea of how much the wick will melt the candle, ideally it should go all the way to the edge.