Yoga is a philosophy. It is not a religion. It has evolved from a 5,000-year-old system that evolved with the intention of purification, purifying the body, mind, spirit. The theory was that if you are not preoccupied with poor health, tight muscles, anger at your neighbor and sluggish digestion then your energy could go toward a higher purpose. So, yes, yoga supports inward journeys, but it does not require that you practice any particular faith. Yoga is simply a tool.
There are many styles of yoga. Anyone who has attended a yoga class or two and then concluded, "I don't like yoga" should try another class. Yoga has so much breadth that there is a practice for anyone. The different styles have evolved from different paths, yet they all have the same ultimate goal: enlightenment. However, you don't need to seek enlightenment. If strengthening and stretching is all that you are after then that is what you will get.
Yoga is worth exploring because it stays with you beyond the physical benefits. Essentially, the breath differentiates yoga from regular exercise. During the yoga practice, either an inhale or an exhale should accompany each movement. Mindful breathing is the essence of a yoga practice. The practice of breathing is called pranayama. Your instructor should incorporate reminders to breathe and to focus on the breath as part of the instruction. Physically, breathing helps the muscles relax and relaxed muscles open more easily than tense muscles among many other benefits. Emotionally, breathing calms the mind, so it is a great stress management technique. The breath represents the movement of the life force, prana, throughout the body.
In selecting your first yoga class, check the studio's schedule. Classes should be identified in terms of what level the class is taught. Yoga is not about beginner, intermediate, advance. The classes should be identified in terms of their vigor. So, in the spirit of safety find classes that are less vigorous. Yoga is about the intention behind the posture, the asana. Yoga is not about how deep you can stretch or how long you can hold a headstand. The deepest yogic practices require no visible movement at all.
Be smart and safe when it comes to attending your first yoga class. You want a class that moves you in and out of the postures slowly. Until you learn the postures properly under detailed instruction you are at risk of jamming a sacroiliac joint, wrenching a knee or shoulder and neck injuries. Again, be mindful and bring a beneficial intention to your first class.
Wear comfortable clothes, not the stereotypical tight and sexy outfits, and take a yoga mat if you have one. Most studios have mats that you can borrow initially. General protocol is to wash the mat following the practice. And finally, relax, breathe and enjoy what yoga has that is right for you.