Various forms of charcoal pans and perfume burners have been used in churches over the centuries. These purified the air and added scent at a shrine or place of worship. Gradually these became more portable and developed handles or chains to protect the person carrying the burner from the heat. The modern thurible was born.
The thurible can be used at any Mass – previously it had been reserved mainly for Benediction and for funerals.
When using the thurible, so long as you have smoke coming out of it you are doing fine. Too much smoke can be uncomfortable for the congregation – but no smoke can be just as bad “...and swinging a thurible which does not produce smoke is ridiculous.” (Elliott, CMRR, 220). Two charcoals lit before the start of Mass and a third lit during the homily work well and are enough for the average Mass.
Remember that by swinging the thurible you are causing movement on the sanctuary and that this can be distracting – especially if the swing is large, fast and vigorous. The Mass should be a thing of grace, beauty and harmony. A small, slow and controlled swing not much bigger than the width of your alb seems sufficient. Apart from the Master of Ceremonies it is the thurifer who moves about the most – the skill is in doing it unnoticed.