Is it possible to make a candle wick without borax?

Some of my friends and I are planning on making candles tomorrow, and I thought we had all the supplies, but today I looked up making candle wicks and it's way more complicated than I thought, lol! So, I was wondering if there was a way I could make a wick without soaking it in borax? Or if I used a wick that had just been soaked in salt and water (or one that hasn't been soaked in anything at all), what would happen? Would it not burn correctly?