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Yoga is ot exercise, it is a science of Excellence in Life
First of all, i would like to say that i have studied Hatha Yoga and i have received a certification of Yoga Teacher - like thousands of other people... but that doesn't make me a Yogi. A Yogi is a highly wise being - nothing related to body flexibility and asana, it is a total different dimension and vibration. This has to be understood, because it is one of the first mis-uses found when using titles like Yogi.
Yoga was developed as a part of the tantric civilization which existed in India more than ten thousand years ago. Archeological excavations have found evidence of ruins which constituted once the place of people who lived in the pre-vedic age, who already performed asana and meditation and lived a Yogic lifestyle.
SHIVA, the embodiment of supreme consciousness, is said to be the founder of Yoga and Parvati his first disciple. Parvati, the mother of the universe, represents the kundalini shakti, the cosmic force prevailing in all beings. The techniques of Yoga have their source in Tantra (which is a science of expanding the consciousness, which has nothing to do with sex as mostly presented in the west!) and these two cannot be separated, just as consciousness Shiva cannot be separated from Parvati, energy.
At the beginning, Yogic techniques were not written down  - they were passed by Guru to disciple personally. The first books where Yoga is mentioned were the ancient Tantras and later the Vedas, then the Upanishads, which contain the essence of Vedas, expanded deeper about it. Based on all this ancient unwritten history, later Patanjali wrote the Yoga Sutras (in Sanskrit) explaining it as an eight fold path: yama, niyama, asana, pranayama, pratyahara, dharana, dhyana, samadhi.
Yoga in the original sense is a science of consciousness, showing how to develop a higher awareness and a highly ethical lifestyle of excellence. Yoga, which means union, aims at uniting the individual human being with the universal consciousness. 
The term YOGA Yoga is firstly seen in Vedic texts and has nothing to do with a Yoga-class as presenting only asana (yoga pose.) Yoga is not merely a lifestyle or a philosophy, but a profound meditative inquiry which culmination is samadhi, the ultimate stage of Yoga practice.
What is being shown in the west as Yoga has most times little relation with its true full meaning. Yoga Sutras give a very brief reference to Yoga asana (pose) only in 3 of the 196 statements about Yoga - and this also was originally conceived as a way of maintaining the body awake and subtle to be able to practice meditation and all the aspects of Yoga. Nowadays the way that the west is showing Yoga is almost 99% commercial, unfortunately a commercial 'market' that has been created around it  - almost like an appropriation of the term Yoga for the material interest. So one has to be careful to choose a true source.
Some people argue that this is the modern Yoga, the mental Yoga - but this is just a shallow justification. Roots are always one and Yoga should not be used for the purpose of focusing on the body, since its true final goal is to realize that one is not the body, which is exactly opposite. To call the actual yoga 'mental' as some do, is not a correct expression since the nature of Yoga is opposite to that - it is to dissolve the mind.
Therefore, when we use the term Yoga, there is a big responsibility to first understand what it is (otherwise, there are plenty of other names available, like aerobics, gymnast