What is the thorny crown with candles on it called?

If you are referring to the one worn by a girl in Scandinavian countries for Saint Lucy's Day, it is just called a candle wreath(or the language equivalent in the country where it is beingcelebrated -ljus krans (Sweden), stearinlys krans (Norway),seppele (Finland), etc.

If it is just the wreath set out a decoration, it is an Advent Wreath.