Ok, SOMEONE must know something about this.
We bought this really sweet piece of handmade decor at an art and custom furniture shop awhile ago. It's a glass oil burning...thing. It's really cool. We filled it up with some pure paraffin oil, soaked the wicks for about an hour, and lit it up. Paraffin oil is supposed to be relatively clean burning, but damn if that thing isn't smoky, sooty, and smelly. What the eff is going on?

Everything the light touches is my kingdom.