The best way to burn incense is to use the correct holder, a suitable location, and the lighting method specified for the product. For ordinary incense sticks, the goal is a glowing, smoldering tip rather than a continuing open flame.
Choose a holder that supports the stick securely and catches the ash along its burning length. Put it on a stable, heat-resistant surface with clear space around it. Keep curtains, paper, bedding, and other flammable materials away, and position it where children or pets cannot reach it.
Provide ventilation without placing the incense in a strong draft that scatters ash. You should be able to enjoy fragrance in the room without sitting directly in the smoke.
Follow the package directions for lighting the tip and extinguishing the initial flame. Once the tip is smoldering, place or keep the stick securely in the appropriate holder. Stay nearby and keep it in sight throughout use.
Start with one stick and assess the room. You do not need to finish a full stick if the fragrance or smoke becomes too much, and you should not leave it burning just to use it up.
Extinguish the incense using the method recommended for that product and holder. Confirm there is no glowing ember or continuing smoke, then let the ash and holder cool before disposal or cleaning.
Cones, resin, and other formats may require different equipment and instructions. Treat those as their own setup rather than assuming every incense product can be used in a stick holder.