Moths are mostly harmless kind of players (but they can bite too!), so there's no need to dread their presence. In fact, you should grow fond of them, they might decide to make you their chosen one :) So If you ever find yourself in such a peculiar scenario, follow this plan of action:

1. Settle your nerves. Slowly and gently close the distance between you and the moth, ensuring that you exhibit no overt signs of fear (though I understand it might be uneasy)
2.1 If it offers you a candle. Pull yourself together and accept it (it's the point of no return)
2.2 If it keeps staring at you blankly. What are you waiting for?
3. Bestow a name upon the moth This act will solidify your newfound frien'ship.
4. Prepare yourself physically. If the moth expresses a desire for hand-holding, oblige it without hesitation. You'll make the moth happy ;)
5. Congratulations! You successfully obtained the moth buddy :D Treat this fragile soul with the utmost respect and kindness; any slight could break its delicate heart.
(if the moth retracts its candle, fall to your knees and weep bitterly for the missed opportunity!)