@MeganB gave some great tips!
I definitely would agree with some kind of extinguisher whether a snuffer, cover, water… etc…
I have a couple of ways that I practice with candles. I happen to have chime candle holders… which are pretty small due to the size of the candles they are holding. I place the chime holders in a votive holder, much like the one shown above. Depending on how they are dressed, I will either place the votive holder in a small cauldron or another more fireproof bowl/container that can be easily covered or snuffed or I have used a small pan in the past, whether a frying pan or pot (we have smaller pans for like omelets or one or two eggs, (even one that is specifically for one the sunny side up egg 
or the fried egg 
) … those can easily be covered. Plus if you are putting herbs around the candles & somehow they should ignite, once covered it will snuff those out too, or you can use water & a cover.
We do have a printable on candle safety also on the main site & Jar Candles & Candle Safety 
as a topic within the forum too that may be worth looking at while you’re starting your journey on working with fire & candles 
I hope we were able to help you with some ideas on how to prevent or work through it more easily!