It must consist of at least two wicks, so you can actually hold two separate candles close together and use those in a pinch. Most commonly you see braided candles. There are probably mystical reasons for using braided candles, but I don't know what they are.
Knowing how it all works, there are probably like seven different mystical reasons for them being braided.
Were I to take a guess in the dark, I'd say it has something to do with coming out of the holy time of Shabbat and entering the normal time of the rest of the week.
Upvote
0