Yes you can. You do not need to burn the candle in one go. However, the most crucial burn to your new candle is its first one. This is what is known as a memory burn. The initial burn is the one that is most vital to a complete melt pool, where liquid wax is touching every side of the container. And, even more importantly a memory burn in the candle is the one that sets the boundaries for every burn after that. A good rule of thumb to prepare for your memory burn is to know the diameter of your candle. For every inch in diameter that your candle is wide, you need to gauge one hour of burn time. So, if your candle is 3 inches wide; you need to be able to burn your candle the first time for at least 3 hours. So, for the memory burn, it is important to start it when you know that you will be able to keep an eye on it for the allotted time necessary. This rule does not apply for the subsequent burning of the same candle.