According to Grant McKenzie, eHow Contributor, people in the Middle Ages burned tallow candles for light in their homes. Tallow was comparatively cheap and easy to manufacture, but it gives off a lot of smoke and smell bad. Churches, which used a lot of candles, used candles made of beeswax to eliminate these side effects, taking special donations to cover the cost difference. Today, beeswax is still more expensive, but is also still cleaner burning and sweeter smelling. You can buy it natural, which is a honey yellow color, or bleached white and in either blocks or pastilles, or pellets.
I have never made a candle from beeswax pastilles only from beeswax sheets. I am sure it is very similiar to what I do when I make soy candles. So if you would like to learn how like I do, then join me in reading Grant's article How to Make Candles From Beeswax Pastilles.