Incense- used by Orthodox Christians and Catholics but not by Protestants, even though it is mentioned in the Old and New Testament?

It is considered "adiaphora," or that which is non-essential to the faith. See the Wikipedia article below.

Make me to know thy ways, O Lord; teach me thy paths. Lead me in thy truth, and teach me, for thou art the God of my salvation; for thee I wait all the day long. (Psalm 25:4-5)

MARANATHA! Come, Lord Jesus, COME!

Only the Catholic Church and the Eastern Orthodox Church maintain Apostolic succession going all the way back to Jesus and the Apostles. These Churches maintain the Apostolic Traditions which have been practiced and passed on since the beginning of Christianity, and worship the way the earliest Christians did. Protestants reject the majority, if not all of Apostolic Tradition, so there are many things that are found in the faith of the Apostolic churches that are not found in Protestantism.

The meaning of "worship" has changed to mean different things for different people. The original definition of "worship" always included offerings and a sacrifice on an altar. The smoke of the incense is an offering that symbolizes our prayers going up to heaven. The Eucharist (the Sacrifice of the Mass) is central to Catholic and Orthodox worship. It is an un-bloody sacrifice on the altar. It makes present the one Sacrifice of Christ on Calvary. It is a reenactment of the Last Supper, it is the fulfillment of the Passover, it is the "Marriage supper of the Lamb" (the Church is the Bride of Christ), and it is a type of Todah sacrifice, which fulfills an ancient Jewish prophecy that all sacrifices except the Todah would cease during the Messianic age. All Jewish sacrifices ceased when the temple at Jerusalem was destroyed but the Sacrifice of the Mass continues in Catholic & Orthodox Churches.

Anglicans use it, and they're Protestants. Some other Protestants have been known to use it.... I heard of a female Presbyterian minister who used incense at a service.

That must mean that it is a good thing to use.

Some protestant congregations do use it occasionally.