Most wicks manufactured in the US are made of 100% cotton or some paper-cotton combination.
They are either square or flat braided. Some candles made in the US contain metal wicks.
These metal wicks are typically made of zinc or have a tin-core.
They are known to be safe and non-toxic.
Zinc core wicks are most commonly used for gel candles because of their rigidity while the candle is being made and during the burning. However, some gel candle are made with cotton and paper core wicks.
If you are concerned that your candle may have a lead wick, there is an easy way to test it.
Take a normal piece of white paper. Rub the paper on the tip of an un-burnt candle's wick.
If it leaves a light gray pencil like mark, you know it is using a lead core.