The burning of white sage is an ancient ritual known as smudging. It is used for it's cleansing effects. It can be used to cleanse the energy in your home prior to the start of a new week. Or to cleanse your new residence. The most important part of this ritual is to set your intentions mentally prior to beginning the ritual.
For best results, work on one room at a time. To start, open the windows and doors to provide the negative energy an escape route. Light the sage smudging stick and leave it to burn until it begins to emit smoke. Once the cleansing smoke arrives, keep your intentions in mind and with the stick in your hand, make your way through the room, rotating clockwise as you move through the room.