DON'T: Go crazy with the candles
Similar to the concern over space heaters starting fires, it's always easy for a scented candle to accidentally be knocked over and start a fire. Yes, they do look lovely and add a wonderfully cozy, hygge-y vibe, but that can also be achieved with no-heat fairy or decorative lights.
So, try to refrain from using lots of candles for décor or heating and, if you must have candles, place them in out-of-reach places or enclosed glass candle holders and only have them on when there's someone spending time on the balcony to monitor them.