I'm early on in the game at the point where I've checked the fuses and now I'm supposed to looking for the candles. I've searched every single room in the house, and when I call Jerry, all he asks is if I've found the candles. I also found the safe, and there has been no conversation between the two of them regarding that, either.

When I was at that part, I had to look (search?) every available room in the house until my character realized - stated - that there are no candles anywhere. Then I had to call back Jerry and the story continued.

Jerry will give you the combination of the safe, but I think it only happens on Day 2, when you seriously start investigating the house.

I've flipped the place upside down looking in everything, and he still doesn't seem to get it that there are no candles. Does anyone know the exact triggers or do I just have to keep trying until I wear my mouse out from clicking?

Also, I thought that he still at least mentions the safe to Jerry on day 1. Maybe it won't go because of this whole candle thing tying everything up.

Also, on the first day, you have to find the italian letter, arrange for its translation with Barbara, then address and post it. Maybe that's why the game don't let you further.

I'm pretty sure the drawer in the kitchen is the trigger. IIRC it's next to the fridge.

It ended up being the drawer next to the fridge. Thank you guys so much!

For future reference, the trigger for the conclusion of no candles is checking every drawer in the house that is possible to open.
There's no particular drawer that triggers it and no particular order to do it in.
So far I've gotten the "can't find any candles"-message on three different drawer hotspots.