My saint's Changó, light a candle
Jay is either referring to Catholicism or Santeria in this line and the following one.
Changó/Shango is the greatest saint in the [Yoruba] religion. Santeria is a combination of Catholicism and Yoruba and is most likely the religion that is being referred to in these lines. Shango’s Santeria representation is Santa Barbara. The Santa Barbara statue is who one would pray to in an altar for Shango. Jay apparently has one on his mantle.
Fun Fact: Shango/Santa Barbara Feast Day is on December 4th, Jay-Z’s birthday.
Catholics light candle wicks to pray to former saints, but Hov lights sparklers on the French luxury champagne Moët et Chandon (Sean Don), all in the name of celebration.
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