Without sorrows there is no salvation. On the other hand, the Kingdom of God awaits those who have patiently endured. And all the glory of the world is nothing in comparison.
The candles burning on the altar represent the non-created Light of the Trinity, for the Lord dwells in an unapproachable light. They also represent the fire of Divinity which destroys our ungodliness and sins. The candles lit before the icons of the Savior signify that He is the True Light which lighteth every man that cometh into the world (John 1:9); at the same time, He is a Fire which engulfs and revives our souls and bodies.
Most people desire and seek after prosperity in this life, and they strive to avoid sorrows. While that seems very good and pleasant, constant prosperity and good fortune do a person harm. He falls into a variety of passions and sins, and angers the Lord, while those who live a life of sorrow come closer to the Lord and more readily attain unto salvation, for the Lord called the life of happiness the broad path. The wide gates and the broad way lead to destruction, and many there be who take that way (Matthew 7:13). It is the narrow way and the strait gate which lead to life eternal, and few there be who find it (Matthew 7:14). Thus, according to His love for us, seeing the possible benefit [of sorrows] to those who are worthy, the Lord moves many off the broad road and puts them on the narrow, sorrowful path, so that in [their] patient endurance of sickness and sorrow, He might effect their salvation and grant them life eternal.
The candles lit before the icons of the Theotokos are a symbol of the fact that She is the Mother of the Unapproachable Light, and also of Her most pure and burning love for God and Her love for mankind.
The candles lit before icons of saints reflect their ardent love for God for Whose sake they gave up everything that man prizes in life, including their very lives, as did the holy apostles, martyrs and others. These candles also mean that these saints are lamps burning for us and providing light for us by their own saintly living, their virtues and their ardent intercession for us before God through their constant prayers by day and night. The burning candles also stand for our ardent zeal and the sincere sacrifice we make out of reverence and gratitude to them for their solicitude on our behalf before God.
As too many sticks often choke a fire and put it out, while making a lot of smoke, so excessive sorrow often makes the soul smoky and dark, and dries the stream of tears.