Concerning oil lamps found in the Bible, what kind of oil was used? I thought olive oil, but I tried it in a lamp and it didn't work.

The oil used for the lamps of Bible times was definitely olive oil.

Exodus 27:20And thou shalt command the children of Israel, that they bring thee pure oil olive beaten for the light, to cause the lamp to burn always.
See All... - "And thou shalt command the children of Israel, that they bring thee pure oil olive beaten for the light, to cause the lamp to burn always."

According to Fred H. Wight in "Manners and Customs of Bible Lands" (p.27): "When the Children of Israel entered the Promised Land they adopted the lamp used by the Canaanites, which was an earthenware saucer to hold the olive oil, and a pinched lip to hole the wick."

Often, they would use a twisted strand of flax as the wick. The phrase, "the smoking flax shall he not quench" (Isaiah 42:3A bruised reed shall he not break, and the smoking flax shall he not quench: he shall bring forth judgment unto truth.
See All...), refers to the wick that was getting low on oil. It would begin to give off a smoke indicating the need to either quench the flame or replenish the oil.

I cannot tell what your problem was. However, the standard grade of olive oil we get in the store is probably not equivalent to the freshly squeezed olive oil of Bible times. Also, different wicks work differently with different substances. Obviously, they did something differently than you did. I am sure that there is much about that life that we do not understand.