When burning your candle, we'd advise you keep it lit for 2-4 hours (and away from drafts), until the top layer of the wax has melted and created a melted pool to the edges of the vessel. This should prevent any tunneling.
Trim the candle's wick to around 3mm(1/4") before you light it.
Don't let it burn all the way to the bottom, and always protect the surface on which the candle sits.
Never leave a burning candle unattended and keep away from children and pets.