Originally Posted by Trevtassie

OK, here is the proper PSA for melting paraffin wax:
Paraffin wax is a petroleum product. Helpfully, it's solid at room temperature and melts at a low temperature of around 65C. Like all petroleum products, however, it is flammable when heated to it's flash point, generally around 199C and will catch fire with an ignition source. By flammable we're not talking burning like a candle, we're talking burning like gasoline, aka big flames. Heat it to 245C and it'll autoignite, catch fire without an ignition source.
Yes you can melt it directly on a stove, but it doesn't need to get super hot to reach it's flash point. On an electric stove you might get away with it being above the flash point, as any ignition points are a fair way away from the pot, and the vapor cools down below the flash point. On a gas stove, you may not be so lucky if you vague out and let it get too hot. Safer to melt it in a double boiler, a pan in boiling water, since it can only get to 100C, well below it's flash point,. Another way is to use a heating source that is thermostatically controlled, like a slow cooker or electric skillet, but keeping the skillet turned down.