According to Bulbapedia, incense breeding was introduced in Generation 3. However, you can not purchase all the different kinds of incense in a single location until the Generation 5 games; incense should still be obtainable in gens 3 and 4-just harder to come by. In every generation after this, incense should be relatively easy to acquire. This excludes the Let’s Go games where the breeding mechanic is not present in-game. Bonsly, Budew, Mantyke, Muchlax, Mime Jr., Chingling, Azurill, Happiny, and Wynaunt require incense to hatch from an egg; every other baby Pokémon does not require incense when breeding for them. Also note that baby Pokémon themselves cannot breed.