At this stage, there's about ten thousand things that could go wrong. Carefully think everything through before you actually do it.
I tied some thread to mine so I could fly it inside our warehouse without it getting away and setting the place on fire.
It will drip a lot of hot wax, so keep it over the cardboard if possible. Also, if you let the candles burn all the way down, the balsa will catch on fire. I am currently experimenting with other types of candles to prevent this.