To make incense you will need an essential oil of your favorite scent.  Lavender oil will be used since you want lavender incense.  If you want combustible incense, I will recommend Makko, which is material, probably resin, from a Tabu-no-ki tree that grows in parts of Asia, and you will need a vessel in which to burn your incense.  I really like sea-shells for this purpose as they are naturally fire-proof and very beautiful to gaze upon while meditating.

If you prefer non-combustible incense, my preference, you will need your essential oil, a ceramic base, and a source of heat, not fire.  There are small ceramic rings that fit around an incandescent light bulb that you can put a dropperful of essential oil on them which will diffuse in the room when you turn on the light. There are also small crockery incense diffusers in which you may place your essential oil, and maybe some water. There is no smoke.

The other method of creating non-combustible incense is by using potpourri baskets.  These last only a few days, but they are very pretty and use natural ingredients.  Collect dried greenery, flowers, and bay leaves, add several drops of your favorite essential oil to the mixture and stir it up.  Place in containers around your home.

For detailed instructions on incense making of all types, please review the link below.