Is lighting a chemical change

Yes. While act of melting wax is a physical change, because you can remould it, the wax is actually what is primarily burned as fuel. You cannot unburn the wick nor the consumed wax. Remember, if it can be redone, it is probably physical and vice versa.

The wick of a candle is used to light it and is used as a medium for burning the wax. As the wax is heated, it is soaked into the burning wick. As the fire burns the wax on the wick, more melted wax is absorbed into by the wick. As the wax burns down, so does the wick.