Incense was used since ancient times in various cultures such as the Vedic from India, ancient Chinese & Japanese cultures as well as the various Native Groups of Asia, Africa and America.
There are written documentation of Egyptians using essential oils as early as 3500 BC. They used spikenard, citrus, oregano, myrrh, cedar, frankincense etc. for their therapeutic benefits. Many archeological evidence have been found for the use of Incense and Aroma therapeutic principles during the method & ritual of preservation of bodies as well as the environment in the pyramids.
The word incense is derived from the Latin word, 'incensus' which means to cause a passion or emotion to become aroused. The powerful fragrant scent of incense is supposed to purify the mind, body and spirit. During religious rituals and other ceremonies the scent rising upwards is supposed to take our prayers, requests and gratitude towards heaven. We find a very important and surprisingly similar correlation to lightening incense and religious ceremonies all across the world across various religions and faiths.
It is said that when "Three Wise Men" came to see baby Jesus- they had lighted Frankincense & Myrrh and even to this day it is a common practice to light these incense aromas in many churches across the world.
Aromatherapeutic healing was achieved in ancient Vedic culture by using incense and other methods of inhalation or fumigation. Also see- Ayurvedic Incense- Use of Incense in Ayurveda. Similar healing and purifying usages have been noted in several other ancient traditions.