Traditionally, the way to kick off the Sabbath is to light two candles (though many people light more). The two candles stand for the two basic principles relating to the Sabbath: shamor, to keep or protect, and zachor, to remember. Keeping the Sabbath and remembering the Sabbath are the basis of all Sabbath rituals, so it makes sense that we begin the Sabbath with symbols of these ideas.
Lighting candles is also said to help with oneg Shabbat, the enjoyment of the Sabbath. Maimonides wrote that "the candles are an integral part of the Sabbath's delight." It's hard to deny that a flickering candle is festive, and the act of lighting candles allows for a group or family to come together to perform a fun and beautiful ritual.
The Talmud also notes that eating by candlelight adds to the enjoyment of the Sabbath because it brightens and gives dignity to the festive meal. Lighting candles also allows us to eat our Sabbath meal by candlelight, enhancing the pleasure of a meal that would be difficult to eat in the dark. For this reason, the Sabbath candles are traditionally lit at sunset, providing light from the very beginning of the evening. And it is the act of lighting the candles and saying the blessing that formally begins the Sabbath.
Traditionally, lighting the Sabbath candles has been associated with women. The woman acted as the Shabbat Queen, bringing light and Torah into her house to begin the day of rest. But there's no reason why a man cannot light the Sabbath candles, and in many families and relationships, men and women light together.
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