Purchase incense which has a scent that appeals to you, to get the most out of the experience. While there are traditional, spiced Eastern scents, incense sticks nowadays are also available in a variety of fragrances, much like candles. These include cinnamon, lavender, rose, etc.
When you are ready to burn it, start by holding the incense stick from the correct end – the end that is thicker, and coated, is the end you will be lighting up, so pick the stick up from the end that is thinner, and not coated.
Allow the flame to burn for a while – after some time, the flame will taper off itself, and if it does not, you can blow it out yourself. Allow it to burn for a few seconds at most – do not let it remain on fire, as this will lead to a wasted stick of incense.
Allow the incense to burn – you will know you have lit it up properly when it begins to glow red, and releases thin, curling streams of smoke. This will be followed by the fragrance, which will permeate the air. As long as the stick continues to release smoke, you will know it is still burning and releasing its scent. When the smoke dies down, and the red glow at the end fades away, this indicates that the stick of incense is finished.