Yes, this happened to me many years ago. I had been praying the Little Office of the Blessed Virgin Mary in my bedroom, with a great deal of dryness. After I finished the Office, I groaned and asked, “Lord, is this really pleasing to you?” Just then my room was flooded with the most incredible scent of incense, far more beautiful than anything I ever smelled in church. There was no reason for it to be in my bedroom, so I walked into the living room and asked my family if they smelled anything. Of course, they hadn’t, and I expected that they would tell me this. I just had to check all the bases, though.
The difficulty was in trying to discern the meaning of the incense. Did that mean the Lord was pleased with my prayer even though I had no devotion or fervor? Or was it the Evil One who wanted me to continue praying this devotion, even though it was difficult to stay recollected as I did so? Did the devil send this precisely to disturb my prayer and make me focus on this favor and become proud? Or was it God assuring me my prayer was heard because I desired to please Him?
I struggled between these two polarities for months, until I finally saw a verse from scripture that says “may our prayer rise like incense before thee.” Even then, I couldn’t be absolutely sure of the meaning and finally quit trying to analyze it.
There was one other time I smelled it during those days, and it was in church after receiving communion. There was no benediction or anything of the sort that would be a reason to smell it, and I always sat at the very back of the church where nobody else was present. How alert I became for a long period whenever any scent was in the air, always trying to reassure myself that I was NOT smelling incense. I became a virtual sniffer.
So you see, my friend, that it even when we are blessed with supernatural favors like this, they do not always bring us peace and joy due to their unexpected and unnatural gifting to us, and our worrisome human curiosity. Do you see that you are concerned enough to have posted here? I don’t know how to advise you, other than to be grateful, thank God, and let it be laid aside in holy detachment.