"Smudging" or burning sage wands or Palo Santo is an ancient spiritual practice that is used to clear away negative energy. Some people smudge after having a really bad day, or even while dealing with a hard situation. The idea that surrounds this notion is that while the sage is burning, the negativity attaches itself to the smoke and as the smoke dissipates so does the negative energy.
Having the right mindset is key to everything...including smudging. Burn your sage wand/with the intent to clear out all unwanted energy. Then light your herb stick and blow out the flame. To clear a space - simply walk around the area in which you are cleansing. You can allow your stick to go out on its own or you can ground it out in a fireproof receptacle. You should always keep it away from water.
So now it's time to move on with positive thoughts and intentions.
Psst...you can really feel a difference if you declutter your space prior to smudging.