Candles are not forbidden
The Bible includes lamps and light in Israel's worship. God instructed Moses to make a golden lampstand for the tabernacle, where it served a particular purpose in the worship God had appointed for Israel (Exodus 25:31). But the New Testament does not give Christians a command to light candles when they pray, nor does it prohibit them from doing so.
That leaves room for ordinary Christian freedom. You may find that lighting a candle helps you put away distractions, remember that God is present, or set aside a quiet time for prayer. Someone else may prefer a bright room, a walk outdoors, or no physical aids at all. None of those choices makes one person's prayer more acceptable to God.
One man esteemeth one day above another: another esteemeth every day alike. Let every man be fully persuaded in his own mind.
The candle is a reminder, not a mediator
A candle can remind you of biblical images of light. Jesus calls his followers to live as light in the world (Matthew 5:14-16), and Scripture describes God's word as giving direction for life (Psalm 119:105). Those are meaningful pictures. Yet the flame itself does not carry prayers to heaven or make God listen more closely.
Christ is the one through whom believers draw near to God. Hebrews points to his priestly work and invites believers to come boldly to God for mercy and help (Hebrews 4:14-16). So if you use a candle, let it point your thoughts towards God rather than becoming something you rely on spiritually.
Let us therefore come boldly unto the throne of grace, that we may obtain mercy, and find grace to help in time of need.
Keep prayer honest and simple
Jesus warned against prayer that performs for other people or assumes many repeated words will force an answer (Matthew 6:5-8). His concern was the heart, not the furniture in the room. A candle can be part of a quiet, sincere practice, but it can also become a distraction if you start worrying about doing every detail exactly right.
Try a simple approach. Light a candle if it helps you slow down, then speak plainly to God, thank him, bring your needs, and spend a moment listening. You don't need a special atmosphere before God welcomes you. You can pray in a church, at a kitchen table, on a bus, or in the dark.
But thou, when thou prayest, enter into thy closet, and when thou hast shut thy door, pray to thy Father which is in secret; and thy Father which seeth in secret shall reward thee openly.
Respect conscience and community
Christians have different backgrounds around candles. For some, they are a cherished visual reminder in private prayer or church worship. For others, they carry associations that make them uncomfortable. Romans 14 calls believers not to despise or judge one another over disputable practices, but to act before God with a clear conscience (Romans 14:3-4).
If a candle helps you pray with gratitude and attention to God, you may use one freely. If it troubles your conscience, don't use it. Either way, the centre of prayer is not the candle. It is turning to the Father with trust, through Jesus Christ.