A smudge stick is a wrapped bundle of herbs, often consisting mostly of sage
and about seven inches long by two inches in diameter. Originally used in Native American
sweat lodges and ceremonies to perform purification and cleansing,
eclectic practicioners of magick have adopted
its use.
Like incense, a smudge stick is intended to be used by smoldering
(in other words, you light
it and then put out the flames). The smoke is then fanned at the object to be purified while
appropriate visualization is performed. A smudge stick will put out a large amount of
smoke (check Webster 1913's Smudge definition to see why the stick has that name),
and so should not be used while those with respiratory ailments such as asthma around.
Of course, there is another warning that I haven't seen anywhere
for which I will speak from personal experience for -- if you
are using a smudge stick indoors and have a
smoke detector, disable it before smudging in its vicinity -- else it will go off, probably
disturbing the ritual greatly.