Using a double saucepan is not only the CLASSIC way to melt candle wax, but the safest method.
Begin collecting all sorts of tins and old pots that can be your wax pots. Of course for starters small tins are great, they only take 10 minutes to melt and you can make your first candle. You can even purchase pouring pots at grocery stores that have a capacity of about 500gm, with a lip and a handle. These can sit in the water, make a very convenient wax pot for small quantities. These tins of wax sit in larger saucepans or soup pots filled with water.