Yoga means union or link with the supreme. There are many different types of yoga. Most people are familiar with the physical activity, Hatha/ashtanga/vinyasa yoga. These movements allow the body to stretch and circulate blood flow. Some movements require holding positions for a long time. Others, with each breath you move to another position. By properly breathing, one allows the prana (life force) to be moved upwards from the Muladhara root chakra (genital area) to the crown chakra (top of the head). By moving the energy to the higher centers one can elevate one’s consciousness and ascend to higher realms as ancient yogis would do.
There is also Bhakti-yoga which is the yoga of the heart. This is not a physical yoga but deals with devotion. By chanting mantras and doing self-less service one can also attain the Supreme. It is actually the easier way for self-realization, as we do not live as long as yogis did in the past. It is crucial for a better sense of well being to go within by meditation and allow the stillness to guide you to the recesses of your heart where the Supreme super soul (Paramatma) is besides you always.