The gifts brought by the Magi were both appropriate and expensive. Myrrh is an aromatic substance made from the sap of Myrtle balsam trees found in India, Africa and Saudi Arabia. It is a natural antiseptic and useful as a medicine. Egyptians used myrrh for embalming mummies. It is now used for toothpaste and mouthwash.
Incense is a hardened gum that also comes from trees found in the same areas.
Incense was used primarily to cover up the smells caused by animal sacrifices. Hence it was connected with worship.