In Exodus ch. 24 we read that the Lord appeared to Moses on Mount Sinai in a cloud. God gave Moses clear instructions about how the people of Israel should conduct their worship, and this included the use of incense (see Ex 30:1-8). In the Tabernacle in the wilderness, and in the later temple in Jerusalem, there was a special altar where clouds of incense were offered night and morning.
The first chapter of Luke’s Gospel tells us that the priest Zacharias was burning incense in the Temple when the angel came to tell him that his wife would give birth to John the Baptist.
Incense would have reminded the Jews of God’s smokey presence and of his past deeds within salvation history. It would have increased their sense of awe and respect for him, and it can do the same for us, since we also need a visible reminder of God’s presence.
In Isaiah’s vision of the Lord’s house we are told that it was filled with smoke (see Isaiah 6:4).
Much of the Temple worship was fulfilled in Jesus and has been superseded. But the use of incense is something that God asked for.

In the last book of the Old Testament, Malachi (1:11) – the Lord says, “From the rising of the sun to its setting my name will be great among the nations, and in every place incense will be offered to my name, and a pure offering (a reference to the Eucharist).”
This clearly states that incense will be used in the worship of the New Covenant: the worship of the Church.