Father Saunders points out that God “instructed Moses to build a golden altar for the burning of incense (Exodus 30:1-10), which was placed in front of the veil to the entrance of the meeting tent where the ark of the covenant was kept.”
Christians have used incense in worship for a very long time; we use it not only in Mass, but also for exposition of the Holy Eucharist and solemn Morning and Evening Prayer. To quote Father Saunders again: “The purpose of incensing and the symbolic value of the smoke is that of purification and sanctification.” Incense also “symbolizes the prayers of the faithful drifting up to heaven: the Psalmist prays, "Let my prayer come like incense before you; the lifting up of my hands, like the evening sacrifice" (Psalm 141).
Above all, “incense also creates the ambiance of heaven.” Father quotes the Book of Revelation: "Another angel came in holding a censer of gold. He took his place at the altar of incense and was given large amounts of incense to deposit on the altar of gold in front of the throne, together with the prayers of all God's holy ones. From the angel's hand, the smoke of the incense went up before God, and with it the prayers of God's people."