What's a flame made of?

It depends what colour the flame is. What's happening with a flame is you're reacting something with oxygen. You have a gas coming up which is reacting with oxygen and giving off lots of heat. If that's reacting very cleanly you tend to just get a plain blue flame, or possibly white. If you get little soot particles in there, they glow very brightly yellow. So if you see a very yellow, sooty flame, that is the carbon you're talking about glowing. You can put other things into flames which is how they make colours. So if you have copper salts you get blues and greens, and strontium makes nice red colours.