If some melted wax gets on your table top, hopefully it hasn't hurt the finish. Since you just cant wipe it off with a damp cloth, you have to scrape it off. Yes it sounds scary, but it isn't really. The scraping tool of choice would be an ordinary credit card. You shouldn't try to scrape it all off at once, but by taking it off in thin layers, it will eventually come off. Since the card is softer than the finish, (We Hope), is doesn't scratch the surface. Once you get as much off as you can, you can then remove the remaining wax with a soft cloth dipped in lemon oil. 

Some colored candles can stain a finish. If this happens, it is best to try some rubbing techniques.

If your table has a satin or dull sheen,  grab a pad of OOOO Steel wool and some lemon oil or wool lube .  Put some  on the pad and rub the spot  moving in the direction of the grain. Once the spot is gone, you may need to rub the rest of the table top so the sheen is even. Make sure you go with the grain in long even strokes from one end to the other. To finish the task, simply wipe off the remaining oil and apply your favorite polish.

If you have a glossy sheen, You may try using a little bit of white tooth paste on a dry cotton towel. If this leaves a glossier spot than the rest of the table, then you will need to get some rubbing compounds and polishes like you would use on a car's finish.  If a mirror finish is not what you want, you can always adjust it down with the OOOO steel wool. Don't forget to use your favorite polish when your done.