Incense was a type of biotic material that when burned releases a fragrant smoke. It was used by a number of races, including Bajorans, Humans, Vulcans, and Klingons, for a variety of purposes. These purposes included simple aesthetic reasons, for theraputic purposes, in meditation, and for religious ceremonies.
The Klingon Mauk-to'Vor ritual required the use of adanji incense, which had to be real and not replicated. The fact that Quark had sold adanji incense to Worf was enough to alert Jadzia Dax that Worf was planning to carry out Mauk-to'Vor for his brother Kurn. (DS9: "Sons of Mogh")