A Glass Candle is a Bonus Quest. You do not need to succeed to complete this quest.
A Glass Candle
All Alignment QuestWhichever option you select, the following Bonus Quest will activate:
[Your Sworn Sword] found the glass candle and brought it back to [Your House]. A few days later, [Your Character] sold it for a princely sum.
[Your Sworn Sword] took the candle to the Citadel as ordered. A few days later, a white raven arrives with a note of thanks from the Archmaesters.
[Your Sworn Sword] was unable to find the glass candle anywhere in King's Landing. "Perhaps it was no more than a rumor," Maester Lucas says, sounding disappointed.