Wands, in Thelemic magick, are the Magickal Weapon of Fire, and the symbol of the Will of the Magician. It should be from one to two feet long, and made of a straightish bough of wood (hazel, oak, willow and almond are most favored). Some like a core to their wand, of magnetized iron wire, for this the willow wand is the best, having a fiber core easy to bore, and some like a quartz crystal on the end, though a perfectly good Wand can be made simply by pointing one end and notching the other, like an arrow, to symbolize male and female.
In this tradition, which predates Wicca by some decades at least, the Wand should be thought of, not as "gentler" but as capable of shooting beams of light or fire: while the action of a Dagger is limited by physical reach, a Wand's ray can extend to the limits of the Magickal Universe. It is also used as a barrier, or door: to keep unwanted people, things, or forces from you, hold it horizontally and make appropriate remarks, while to welcome or draw in wanted persons, things, ideas or forces, hold it again horizontally, and turn it inward, as if opening a door, while verbally welcoming what you desire. While wishing someone or thing well, or on generally "good" errands, the Wand should be held upright, to curse or do other mischief, it's reversed.
Wands are very strongly masculine, and prized by female adepts, some of whom sleep with them. Rubbing oil into a wand is a form of meditation, and should be done often, it's said that the more love and sweetness given a wand, the more powerful it can be. (And yes, doing that with them is empowering also.)
They're strongly personal, and should be kept in a wand bag or square of unmarked white or red silk or linen. Never touch another's wand, and don't let anyone touch or use yours. Now you know.