Can candles cause black soot to come out of the air vents?

Candles can cause soot to form in, on, or near supplies and returns, but they won't cause you to actually see soot coming out of the vents(like smoke). If you are getting a smoke like effect blowing out the registers, you need to shut the furnace down and have it serviced asap. Sooting from candles on walls, forced air registers, etc, is actually more common than you might think.

If you SEE soot coming from the registers, you may have a bad heat exchanger.