I have heard that most candles contain animal fat and I don't know if that is true or not, and I would also like to know what else candles have in them.

most candles today are made from paraffin, witch is a crude oil derivative, no animal fats.

in the past candles had been made from lard, but as bee's was became available, and techniques for extracting wax from many plants (mull berry for one) advanced, the lard became a thing of the past, even though it was easy to come by it smoked badly when burned.

I think they used to be made from animal fat.
They are just wax and oils i guess.
Heres a site that might help you:
http://www.candlecomfort.com/historyofcandles.html
sorry thats all i really know.

They are made from wax and not animal fats.

Parafinatious petroleum deposits, and if I remember correctly the Pennsylvania crudes are those. West coast crudes are asphaltium bases, and road tars come from their processing. Wax for candles can come from plants also. We use to make bayberry candles from the plant seeds but you can not imagine how many you need to make a few candles.