First off, wax play is exceptionally messy. Do you have a plan for double-tarping down the area (plastic tarps held down with duct tape) where you are going to play? You are probably going to just throw the tarp away when you are done with it. You don't want to put the used wax down the sink, toilet or shower, or you will seriously fuck up your plumbing.
Second, see this link for some info on the types of candles. DO NOT PLAY WITH BEESWAX CANDLES!!!! (The ones with a honeycomb-shaped pattern. Avoid like the plague!) The burning temperature of that type of candle is too high for all but the most intense masochists. That will end your scene right there and probably send your sub to the hospital.
While I'm going to attempt to give you the basics, I'd also highly suggest subscribing to The Kink Academy. They have some on-line wax play tutorials that will help a lot and make you look like a pro if you study them beforehand.
If your session is at your place and you have a Crock-Pot, fill it with water and let 2 or 3 of those cheapo religious-type candles (in a glass column) you buy at the discount stores sit in the water so that you have plenty of wax to play with. (Leave the candles in their holders; don't pour the wax into your Crock-Pot.) This might take an hour or more, but you'll have a LOT of melted wax to play with. Have some coffee stirrers handy, because they'll still chunk up as the components (like the dye) start to separate from the paraffin. You also have to be extremely careful, as there might be a metal piece at the bottom, used to weigh down the wick, and that cannot be allowed to fall on your submissive. Have a wet towel at the ready, too, in case something is burning her. You are, essentially, going to be creating first-degree burns.
Your submissive might want to wear a hair net and/or safety goggles. I'm going to advise that you NOT drip anywhere near the face anyway, since you are a novice, but, technically, it can be done. I'll leave it up to you and your submissive, but you might want to apply baby oil to her body before you start pouring the wax. If you do, the wax will come off much easier when you are done, but it will impact the temperature play a little. If you don't use baby oil, you might be able to pull off a body mold, which is always kind of cool (if you did enough layers).
Okay, so your submissive lays down on the tarped area, and your wax is melted and ready to go. What's next? Start by warming her up with the touch of your hands. (No wax yet.) Then, before you drip any wax on her, you're going to have to buck up and do it on yourself first, to test the temperature. (Because you're an ethical Dom.) Suggest you drip a tiny bit on the BACK of your hand (not your palm, which is more sensitive). If that feels bearable, then you're ready to go. Control the temperature by starting your pour as high as possible over her body. Ask her to give you a number on the "10" scale ("1" being "I can barely feel it" and "10" being "intolerable pain!!!") from time to time, to see how she's doing. If she's enjoying it, you can pour the candle gradually lower and closer to her body.
Wax play is really an extension of temperature play. For a REALLY fun time, have a bucket or glass of ice cubes handy, and periodically switch between dripping wax and dripping ice. She's have a hard time telling which is which!!! Especially if you want to add blindfold play to the scene. (Sadistic giggle.)
Don't rush when you play. Little baby drips. Drip, drip, drip. NOT "slosh"!
Don't rush the aftercare. Remove the wax slowly and sensually. As I said before, this is going to be a huge mess. That's part of the reason players have to tell dungeons beforehand that they are contemplating doing a wax scene.
This is not meant to replace formal instruction, so, again, I'd highly advise checking out the tutorials on The Kink Academy related to wax play before your session.
Good luck, and let us know how it went!