A while back (2015) I tried burning incense sticks in my flat to see if that had any calming effects, as usual I was impatient and over did it. I developed a very thick throbbing headache but initially I didn't put it down to the incense, I had some painting done in the flat so I put it down to that. After a while I noticed the headache got so much worse, I was feeling giddy and had a strange sensation in my chest.

I finally googled something like 'incense sticks headache' or something similar and found out just how dangerous they were. The chemicals coming off it and how it effects your breathing etc.. I read things like:

Can incense give you a headache?
It depresses the nervous system and causes cardiac ''sensitization'' as well as headaches, dizziness and nausea; it is surmised that it can also cause leukemia. Car exhaust, smoke from tobacco, fuel burning appliances and perhaps more surprisingly, incense, are common culprits.

&

'According to The Quint, researchers found that incense-smoke was mutagenic (causes DNA changes at cell level), genotoxic (causes genetic changes leading to cancer) and cytotoxic (so toxic that it kills your cells). In other words, incense fumes pose a higher risk of cancer than cigarette smoke.'

There is a lot of good said for essential oils and the oil burners, Plenty of good books out there like The Fragrant Pharmacy & The Fragrant Mind. Just stay away from the burning sticks, they'll make everything worse!