Burning Incense?!
Question: Does burning incense affect your health.
Answers: Does burning incense affect your health.
No, certainly not any more than all of the other stuff you are inhaling... second hand cigarette smoke, gasoline and diesel fumes, smog, by-products of any manufacturing / industrial / or electrical generating plants in your area or a couple hundred miles upwind.
Just use your head, don't stand over the smoke and breathe the it in, and you'll be fine with the occasional use of your incense.
Certainly, not so much that you'll develop cancer over it, but enough to make you cough here and there. Nothing to worry about.