Yoga has a profound meaning and with much gratitude and respect to all the masters and sages who passed yoga through generations.
Patanjali, the ancient great sage of yoga from India, defined yoga as having eight components (अष्टाङ्ग aṣṭ āṅga, “eight limbs”): “The eight limbs of yoga are Yama (They are like rules to follow, similar to the 10 commandments on the Christian tradition), Niyama (They are like habits and attitudes), Asana (yoga postures), Pranayama (breath control), Pratyahara (withdrawal of the senses), Dharana (concentration), Dhyana (meditation) and Samadhi (absorption).”
As you could see, Yoga is a very complex “discipline”, nevertheless there are simple ways to start yoga and experience its benefits.
The practice of yoga in the west focuses on physical yoga depending on the style, it is a set of postures or a combination of postures and movement and breath awareness, you do not need to change your belief system or your religion.
Some modern texts define yoga as a union between body, mind and spirit. Whichever your definition of yoga is, once you get the connection with your body and your mind through your breath, you could start to experience a sense of well-being.