If it's a painted wall, put your blow dryer on the medium setting and point it at the spot. Wipe off wax as it softens; if there's excess, remove with a multi-surface cleaner right after. Don't miss these other ways hair dryers can make your life easier.
Lay a damp, white, or beige cloth on top of the wax. Apply a medium heat with an iron, the wax should cling to the cloth. If there's any residue left on the carpet, use a small amount of rubbing alcohol to remove, but spot test on a hidden area of the carpet before doing so. Here are DIY carpet stain removers for other messes around your house.
Do not under any circumstances chip away at the wax because you will likely damage the wood. Take a blow dryer and put it on medium heat. Let the wax melt then wipe away excess with a soft dry cloth. You can buff with furniture polish after you're done.
Set your blow dryer on medium heat and point it toward the surface. As the wax melts, wipe it away. If it's a glass votive, put it in the freezer. Once the wax freezes, you should be able to scrape it out.
We won't ask how you got it there, but we will help you save your hair. If it's on the tips or ends, apply a warm rag to hair to melt it then rinse. If it's further up and closer to the roots, you need to use an oil product such as olive or castor oil that not only loosens the wax but they will also give you shiny locks.