This is a very good question. We use had blown when you want to show a difference in relative time from one happening to another. As in, "We had been moved in only a week before the house burnt down." But in your sentence, you were in the dark as soon as the candle was blown out. You could even say, We were in the dark when the candle blew out. Notice you have to use the phrasal verb 'to blow out' in this sentence, So all said, "We were completely in the dark after the wind blew the candle out".

In this case you can use either.