First and foremost, pat yourself on the back for taking this life-changing decision. Your next step should be to visit a couple of Yoga centers in the vicinity or to have chat with your Yogi friends to understand the different styles of Yoga and see what suits you best. Though traditionally looked upon as a spiritual discipline, today people practice Yoga for different reasons. If you want to start Yoga to lose weight or get fitter, you must mention this to your studio/instructor.
Talk to Yoga instructors and if possible attend one or two trial sessions before signing up. Most of the modern Yoga studios offer classes for at least 2 or more different forms of Yoga. If you want to start Yoga to de-stress, relax and meditate, you must understand from your teacher/studio if the classes they offer incorporate breathing and meditation techniques.
If you want to reap therapeutic benefits from your practice, such as to cure BP, PCOS, etc., then you must practice under the guidance of an instructor who is trained in therapeutic Yoga. To begin with, it is always advisable to start your practice under the guidance of an expert. It is best to start personal individual practice at home or office after you have taken a few lessons from an expert. Practicing by yourself without any background in Yoga can not only increase the chances of injury but can also easily demotivate you.
A group class is always informative and inspiring for beginners; however, it is crucial to understand that Yoga is not a competition and should be learned at a pace that suits you best. Always pay attention to the instructions and never skip a warm-up. Continue to take beginner lessons/classes for a few days (or weeks) before you join the regular batches. It is these initial classes that help you understand the importance of breathing, alignment and relaxation and lay a strong foundation for your practice.