Believe it or not they ventilated mines with fires. It likely started as a way to view what they were mining, but they noticed that the fires created an air current within their mine that drew fresh air in and the hot noxious air was pushed out. Later civilizations also had this same realization. The Greeks had ventilation shafts powered by fire heat. Romans, being engineers, figured out how to use manpower (ie slaves) and plam fronds to waft air along the ventilation shafts. Still mining was a dangerous business and many miners died from various gas poisonings.

For much of history we used simple wax candles for light in the mine. They were dim, but in pitch darkness they were more than adequate. Luckily candles really don't consume that much oxygen, much less than a human would. So there really wasn't any indications that candles were a risk.