When first learning, a yoga class is the best way to start. While this is an activity that can easily be practiced at home, for beginners, a yoga class is the place to learn the subtleties, the right and wrong way to practice.
While looking at a book or DVD will give you some idea of the various positions, this is a very experiential activity, and thus a yoga class is the place to get your first taste.
So what will you get from attending a yoga class? Under the guidance of a good teacher, you will learn the Asanas (physical postures), increasing the flexibility and strength of your body. You will be taught the correct alignment, how to relax into the poses, and gradually develop the body awareness to know exactly how much you should push yourself to get the maximum benefit with zero risk.
The other aspects you will learn about include Pranayama (breathing) and the practice of meditation. These help to develop your spiritual side, leading to reduced stress and the ability to relax more easily - something we could all do with! The best way to get started is to find a local teacher and try out a session to see if you get on with the teacher and their teaching style. All reputable teachers in this country should have training with the BWY (British Wheel of Yoga) - if you're not sure, just ask.
There are a variety of styles - for example Iyengar, Bihar and Ashtanga - but the bottom line is that you enjoy the teacher and feel the benefits.