Loose Incense
Loose incense is perhaps the most confusing type of incense to use. You will need to obtain a burner that is basically a small charcoal grill, often made of brass. You can put sand or ash in the bottom of the bowl, or use a piece of metal screen to keep the charcoal disk off of the bottom of the bowl. Put a few charcoal bricks in your burner and light the edges, and then place the loose incense on top of the burning charcoal. This will release the scent into the air. Loose incense requires a decent amount of maintenance to keep burning for a long period of time, and so is not ideal if you want something that requires minimal supervision after lighting.
Lighting Incense
To light stick, cone and cylinder incense, hold a lit match or a lighter flame to the coated end of the incense for ten seconds or more, then remove the flame. The incense will generally extinguish on its own and begin to slowly burn, but if it continues to flame, you can simply blow it out and it should proceed to smolder. The smoke given off by your incense should be light gray to white in color. If you are using low quality incense, you may notice long wisps of black smoke floating in the air - these are chains of synthetic oil that do not all combust with the burning of the incense. This is not really something you want to inhale or to release in to your space (if you burn enough of this type of incense you can actually end up with unsightly smudging on the walls and ceiling).
Fire Safety
Incense burns slowly, so it is easy to forget that it is still a live flame that must be treated with care and respect. It is important to always be conscious of where your incense is and what it might come in contact with. Always make sure that no part of burning incense comes in touch with wood or other flammable materials. Never burn incense with anything directly above it, as the rising smoke can cause discolorations and possibly fire. Incense burners themselves can also get very hot, so be careful not to place them on wooden surfaces or to touch metal burners after you have been burning incense in them. Never leave burning incense unattended. As with candles, don't leave the house while incense is still burning - if you need to put a piece of incense out, turn it upside down and bury the flame in sand or ash. This will allow you to continue using the incense in the future. In general, always keep in mind that when you are burning incense you are working with fire, which is both a beautiful gift and a potentially hazardous force that must be treated with care and respect. Always be conscious of your incense, both as a wonderful scent and a smoldering flame. And be sure to keep in mind what type of incense is appropriate for what type of burner and where these burners can be placed for maximum safety. If used with a little bit of care and respect, incense is very safe and a wonderful tool for daily use!