Manually remove as much of the wax as possible. You can use an ice cube to make the wax more breakable. Use a dull butter knife or credit card to dislodge as many pieces of wax as you can. Vacuum away or dust off and throw out any pieces you do remove.
Decide if you need to use a hairdryer. If the surface isn't flammable, put the hairdryer on low and use the heat to slowly melt the remaining wax. Wipe up the melted wax with a cloth towel. This method is more effective on a hard surface, such as a table.
Consider using an iron if you don't have a hairdryer. Follow the same technique as you would with the hairdryer. This wax removal technique works better on fabrics and other "softer" materials.
Try using a hot spoon if it is a smaller stain. Heat a metal spoon, affix a piece of wet paper over the stain and then rub with the spoon to remove the melted wax.
Remove any color, if necessary. Remove stains from colored candle wax with a multi-surface cleaner if the wax is on a hard surface. Pre-treat any fabrics with an appropriate stain remover and wash, if possible.