is it a new mantle? if it is they need to be burnt before you use them. try putting a new mantle on and light with a lighter (no gas) mantle will smolder, once it has completely burnt it should be ok.
Most likely has a hole in it. Give it a good look over. They are very fragile once they have been used. Maybe it has come loose from the fitting too. They're only a couple of quid
check the air holes as well insects just love making houses in them if the lamp (or stove) is stored in a shed ,we even found a spider egg ball in our 3 way fridges chimney (about 3 inches up from the flame) which was difficult to diagnose then remove