Incense symbolizes prayers ascending up to God (as you can read in the Psalms and in the Book of Revelation, among other places) and also the dedication of a person, place, or thing to God.
For instance, in the funeral service you (probably) saw the priest circling and incensing the casket, the Easter candle, the altar, and the deacon, and the deacon incensing the priest and the congregation. If the deacon was walking up and down the aisles swinging his censer, or swinging it more or less in your direction from the steps of the sanctuary, you were incensed!! Or you might have been sprinkled with Holy Water. Full disclosure: did you get incensed or sprinkled?
Not directly.
We were in then right side pews; next to the right aisle; so no water, but the smell was a bit intense there for a moment or two.
In a galaxy far, far away (Thailand - 1962) I was present as the King changed the clothing of the Emerald Buddha. (it happens 3 times a year).
Along an outer walkway near the temple, there were steps (seats) for the onlookers. We were instructed to be sure that we were seated so that none of our heads were higher than the King's as he passed by us. Before him walked a Buddhist priest that had holy water and an incense (what's it called?). I did get a few sprinkles on that occasion.