Wow.. NO NO NO, DO NOT do it on your own at first. The second tip however, find a good teacher is a MUST..
Doing yoga by yourself with no experience and just a book and no one to help you understand proper alignment in your foundation poses at first is a great way to hurt yourself at worst, or get nothing out of the effort at best.
Which is why I said get a good book. As I said earlier Yoga was designed with a fail-safe (although I cannot cite references right now). Unless you just trudge through the discomfort in your body, you will not get hurt doing it on your own.
Sorry but this is false. Sensing pain can mean it's already too late and damage is already occurring.
Would you learn to fly a plane from a book? "When you are upside down in a flat spin, you may be in trouble"..
Get a good teacher who can guide you through the foundation alignments and do hands-on adjustments when you are starting out. A book can certainly help but it can't be your only guide.
Pain isn't necessarily a bad thing and doesn't necessarily mean 'damage is already occurring'.
If you are remotely in touch with your own body and athletic you can teach yourself yoga from books/youtube/podcasts. The best progress I had doing yoga was when I was living in Taiwan and 90% of the class was in Mandarin (which I don't speak). It caused me to focus more and listen to my body.
The problem is that you can't tell that you're doing a posture wrong by looking at yourself (even in a mirror) or by how it feels. Beginners really need the guidance of someone with experience who can look at their postures and help them get them right.
Okay, so let me be a bit clearer.
This is the advice I got from a hermit who has been practicing Yoga for 22 years, and teaching for 14.
He specifically told me that initially Yoga (particularly Hatha Yoga) is meant to help you with your everyday postures, such as standing and sitting, and breathing correctly.
That part is easy, but it requires practice. The Yoga postures are not really the essence of Yoga for a beginner. It's only the correction of your everyday postures. That is what I said should be done alone, from a book. That is what the body can handle, and you will not be hurting yourself. Again, this is truly expert advice, and you may follow it if you feel it is.
The hard part of Yoga is undoubtedly dangerous to pursue alone, but even more dangerous to pursue with a teacher who does not know what he/she is doing. So, even though this seems like a Kobiyashi Maru, I would advise finding a really good teacher first, and if that doesn't work, and you really have to do Yoga (for whatever reasons) you're better of doing it on your own, with instructions from a really good book. By no means do I say doing it alone should be your first option.
Doing yoga by yourself with no experience and just a book and no one to help you understand proper alignment in your foundation poses at first is a great way to hurt yourself at worst, or get nothing out of the effort at best.