I find it fun to go to the local library and check out various videos. They always have a bunch of yoga and pilates videos for you to try. Try a bunch and then you may find one that you like! I never got into yoga, but I have enjoyed pilates.
There are lots of places that offer it, and a class might be helpful. For exercise videos, Rhonda got started with videos by Shiva Rea. She is pretty good, and not too hard.
I have only some yoga experience, but I do recommend going to a class because the instructor can make sure you're doing things right. Just bending your body the in the right places doesn't guarantee that you're actually doing the pose correctly. It would be dumb to hurt yourself trying to prevent injuries. ;-)
Another thing that is interesting about yoga: you can do the poses with a relatively minimal level of effort (which is still good for you) or you can do them with a great deal of intensity. When Peter Oberg was here last year he went to some of Rhonda's classes. Most of the rest of us were more or less going through the motions, but sweat was pouring off Peter.
Hmm, I think that just also happens to new people. I remember my first yoga class and the puddle of sweat I left behind.
Nah. It was the intensity he approached it with. The rest of us were basically resting part of the time.