is white sage which can be bought in ready tied bundles of different sizes for a few pounds from spiritual shops or online. You can however also use palo santo, sweetgrass, lavender, copal, frankincense, mhyrr, cedar, mugwort, holy basil, smudging feather and more... there are lots of articles online which list the properties of each.
Once you have your choice of materials you simply light it till it has glowing embers, to re ignite and keep it smoking give it a blow. You can then walk around the room and space you wish to clear, or waft the smoke around objects you wish to clear. To do yourself if you have someone to help they can fan the smoke with their hand starting at the heart then moving to the right side of the head and moving around you clockwise washing you with the smoke right down to your feet. If you have to do it yourself you can just wave the smudge stick down your body in a similar fashion. Even if you are dubious of the spiritual properties scientific research now shows that the smoke of sage actually clears bacteria out of the air.