In some shows, they appear to be treated as a luxury. In an old collection of Robin Hood tales I read, the King of England once prayed to St. Thomas for Robin to miss in the royal archery competition and offered 4 loads (bundles? Bushels?) of “fat candles” for the priory of such and such if he did.
Other times, I see or read a castle being fully lit with candles on every surface, and that seems unlikely if they’re a luxury.
Moreover, in a world before electric lighting, any work being done after dark would need candles, so they must have been fairly common.
What’s the verdict?
I summarized some surroundings on medieval liturgical candles of bee wax in later medieval Sweden before in: Were candles a purely cottage industry in the middle ages?, but I'm not 100% sure to what extent these conditions were the same across Europe (at least there seemed to have been candle maker guilds for animal tallow candles in more urbanized parts of Europe).
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Some very basic summarized points of the linked post are: