What helps me most when drawing is to study a couple inspiration images. I take the time to look very carefully at the colours (for example, when drawing and colouring clouds). In a dim lighting scene, do I really see a darker colour of yellow, or does my brain tell me it is yellow when really the colour looks more blue or gray?
For you I would suggest playing with your colour pencils to create a 'dim' colour palette in comparison with your inspiration images.
This question posted by another user may help you in evaluating your colour palette (i.e. NOT push your values)
As for using candles to light the scene, the side closest to the candle should obviously be bright, with three to four different shades blending into each other quickly as you move away from the light source. The faster they fade to a darker colour, the eerier it will look.
One last piece of advice, I also find it helps to run a few images through a photo editor to see how it deals with the different colours. Something like Prisma will make even breaks between colour changes. This is really helpful for seeing where one colour ends and another begins and how much the colour changes.
Hope this helps!