Yoga is one of the six darshanas (1) in the Hindu philosophical system. Many of the great saints of Shaivism out of their immense practice and devotion (tapas) got a great insight into this invaluable asset of Yoga. The word Yoga originates from the sanskrit root yug meaning to unite, refers to Union. The focusing and uniting process is known as Yoga. Pathanjali in his YogaSuthra defines, yogAschitta vR^itti nirodaH. That is Yoga is the confinement of the growth of mind/thoughts. The Yogic system trains the mind to focus on the Supreme Truth, uplifting the soul towards the Union with the same Supreme meditated upon, taking on the way through marvelous passages. The animAdhi aShTa mahA siddis (eight great powers) come to the practicing yogi. However the true yogi knows that the glitters on the way are not the Sun aimed at, and so proceeds unruffled setting the focus only at the Supreme Lord Shiva. The rewards are high and so are the need to adhere strictly to the practices. The yoga is more on the right way of doing things. There is a statement yogaH karmasu kaushalam meaning Yoga is doing things right. That is the reason it is often highly recommended that the person taking up this path gets a proper initiation from a well qualified guru.
There are very many ancient scriptures in many languages that deals with the Yoga. Here are some of those great scriptures.
upanishat - the philosophical part of the vedas deal with yoga. There are many upanishats that are categorized as yoga upanishats. Some of the upanishat texts that deal with yoga are given here.
When it is talked about Yoga the first name that comes to mind is that of patanjali mahaRiShi. He is the one attributed to be the establisher of the Yoga system. Though there were his contemporaries and predecessors who have been following this Yogic system, patanjali's Yoga Sutras (aphorism) is a classic text in the Yogic system. The exact period of this sage is not known.
The tradition says that this sage was like a serpent in the bottom part of the body. He is considered to be the AdiSheSha on whom mahAviShNu reclines. This renowned serpent wanted to have the darshan of the glorious dance of Lord Shiva. He and another sage with the legs of tiger (vyAghrapAda) performed the austerities at the abode of chidambaram. The Lord appreciating their adherence and devotion danced in front of them. (Another Yogic sage thirumUlar who was a contemporary of patanjali refers to his worship at chidambaram.)
ThirumUlar who lived before seventh century ACE, has given a marvelous Yogic - Tantric text called thirumandhiram (Holy mantra) in Tamil. This covers in detail many of the Yoga principles at times cryptic and at times in a very explicit way. It is also said that this scripture is the essence of many of the shivAgamAs (2). This scripture is held quite holy one by the tamil Shaivites and is the tenth one in the the twelve tamil thirumuRais (3).
ThirumUlar at the preface to the work states that he along with the 4 sages (sanaka, sanandana, sanAtana, sanatkumara), patanjali, vyAgrapAda and shivayOgamAmuni got enlightened at the great abode of Kailash. He came to the south to meet the sage aghasthya. On the way he migrated to the body of a dead shepherd, out of his grace for the crying cows. Later as he did not find his original body back by the act of God, he stayed at thiruvAvaDuthuRai telling one mantra per year. He thus gave 3000 verses.