Many sources state that candles have been heavily used for light and timekeeping starting as early as 3000 BCE. Until electric lighting took over starting in the 19th century, candles and oil lamps were the the main source of artificial light. What I'm curious about is, how many deaths were historically attributed to candles and lamps either failing or being misused? Do we even have any evidence to say that it was a common problem? If not, is there any evidence to the contrary, that candles/lamps were indeed very safe?
Candles where a fairly major fire hazard as it was difficult to shield them yet still get air. The flames were not large, people used to snuff them with their fingers. Also, as Matt Riddly has pointed out, an hour of light in IIRC 1792 took three hours of labor during the day for the average person. Not until the later 1800s, was it common for the middle class and lower to keep lights after sundown.
This was all before hard data collection so nobody really knows.
I do know that it is agreed that the major source of burns, at least in the past northen climes over the last few centuries has come from women's dresses being ignited by kitchen fires.
Lanterns, both whale oil and later kerosene were not not much of risk, even the glass ones. The active flames were contained and the vapor pressure of the oils was so low they were difficult to ignite and if the lamp broke, the fuel was almost certain to smoother the flame than ignite. The whole glass lamp being a Molotov cocktail is pure Hollywood.
Town gas lighting in urban areas appeared circa 1810, much earlier than most people imagine. So not in populated areas, niether candles nor laterns would likely be in use.