Vagal's right.... different wax types will have different temperatures when dripped;.... in short, some are hotter than others, much hotter! Start from a distance to allow it to cool first if you're new at this. Blindfold, sheet on the floor, and mild restraints are must. Makes a splendid mess!
Have some ice cubes handy as an additional tease... not knowing what to expect next is part of the mystique.
Nice touch afterward is a massage with aloe.....it's the least a good Dom can do.