The white 'smoke' you might notice from your wax melt is actually vapour, not smoke. It’s just the fragrance oil evaporating as it warms up. Some fragrances may produce more vapour than others, but it’s completely normal and nothing to worry about. However, if you ever notice black smoke, it's important to extinguish your tea-light or turn off your warmer immediately. This could mean that the wax is burning too hot, possibly due to a crack in the dish of your burner.