Natural waxes like coconut and rapeseed need a little care in the first few burns, and it's well worth it.
Each time you light it, let it burn for 3 to 4 hours, and keep doing this until the candle is about halfway down. Candles remember their early burns, so giving each one its full time is what stops tunnelling and means far less wax left behind on the sides.
Don't worry if the melted wax doesn't reach the edge of the glass straight away. It usually takes until the third or fourth burn, and that's completely normal. A thin ring of wax around the edge is normal too with natural waxes. Keep giving each burn its full time and it will level out as the candle burns down, especially once it's past the halfway point.
Getting these early burns right gives you more burn hours from your candle and an even burn as it goes down, so the glass doesn't overheat in the last third.
Before each burn, check the wick and trim it to about 5mm if it needs it. The wicks are self-trimming, so you may not need to, but it's always good practice. Never burn for more than 4 hours at a time.
When it's finished
The glass is worth keeping. Score a grid across the leftover wax with a knife, then lever it out from the edge and it comes away in pieces. Wash in hot soapy water and it's yours for whatever you want to put in it.