I was walking down the street the other day (no I did not lose my driver's license) and I could smell incense from a house all the way out on the sidewalk.

What the heck are we breathing when we burn incense? Incense is imported from all kinds of different countries. Does it ever get checked out to see what's in it?

Gar,are you concerned for the household that was burning the incense or your own mindset after inhaling it? Are you sure it was incense and did you find the experience pleasent?

Incense is made from plant gum and various resins. Then there is the sweet smelling oil incense.

No doubt there are some cheap, synthetic kinds (like air freshener) out there, as well.

At one time, only the rich could afford incense. Dating all the way back to the Ancient Egyptians, it was made specifically for Royalty and religious ceremonies.

Incense is burned to create a pleasant odor. It's been used in religious ceremonies where blood sacrifices were made, and in sickrooms or other places to overwhelm and hide unwanted odors. Since its purpose is cosmetic, it is not selected for its healthful attributes.

The most valuable ones are made of tree resin.
What is called 'resin' is often a complex of
oleoresins( cf. turpentine and various other oils and rosin), polyphenols (tannins, flavones, kinos, and lignans) and gums, tropolones, fats, fatty acids, and waxes.

Some have oils, botanicals and perfumes added. Obviously, oils would produce soot or hydrocarbons when burned, and these aren't great for your lungs. Some natural resins cause allergies. Some have chemical 'extenders' whose effects in the lungs are unknown under thermal decomposition.

I doubt if it would be 'checked out' unless it were being sold as a pharmaceutical.