Sage is a natural herb that is used to cleanse negative energy from one's personal space.
Smudging refers to the act of burning sage. It connects people to the universe and provides communities with a way to gain spiritual protection and blessings, as well as to improve spiritual health. The smoke created by burning sacred herbs is thought to purify the body and soul and bring clarity to the mind.
You should sage as often as you need to.
Yes, windows should be open while burning sage to allow a path for the negative energy to exit your atmosphere.
Saging is a personal journey not tied to any particular religion. It is a ritual meant to manifest positivity and eliminate toxicity.