What a tragedy on so many levels. There were several issues at hand here.
First, Nadab and Abihu didn't take the coals from the altar that had been lit by the fire of God's presence. They just took ordinary coals with ordinary fire.
Second, they didn't have the right to offer up incense before God at all. It was Aaron's job as the High Priest.
There's also a hint that they may have been drunk when they did it.
Incense is pictured as the prayers of the saints and provides a cautionary tale for us as well. If we try to offer up prayers that are fired by our own desires rather than lit by the desires of Heaven, we are also bringing strange fire and God has a right to be upset with us. The fragrance may be right, but the motivation is wrong and God can't honor it.
The second caution is the issue of whether we bring our prayers to God through our own High Priest, Jesus, or try to bring it to Him by ourselves without the benefit of His cleansing, interceding power. We know that those who come to God without Christ will be consumed, just as Nadab and Abihu were. Jesus taught his disciples to ask the Father, but it was only because they had already been with Jesus and were asking in Jesus' name (in line with his attitude, desires and authority). Since Christians are covered by Christ's blood, we can boldly approach the throne of Grace and the Father who sits upon it. Without recieving Christ's sacrifice for ourselves, we would be consumed as well.
Have you recieved the covering of Christ's blood for your sin? Have you sought the Father's heart so that your prayers are lit by the fires of His desire or you just asking for what you want?