Albert Barnes on Revelation 8:4

And the smoke of the incense, etc. The smoke caused by the burning incense. John, as he saw this, naturally interpreted it of the prayers of the saints. The meaning of the whole symbol, thus explained, is that, at the time referred to, the anxiety of the church in regard to the events which were about to occur would naturally lead to much prayer. It is not necessary to attempt to verify this by any distinct historical facts, for no one can doubt that, in a time of such impending calamities, the church would be earnestly engaged in devotion. Such has always been the case in times of danger; and it may always be assumed to be true, that when danger threatens, whether it be to the church at large or to an individual Christian, there will be a resort to the throne of grace.

(e) "incense" Ex 30:1