It is critical to have a certified instructor that knows what they are doing in yoga, especially for beginners. They should walk around, correct you gently and encourage you.
It's very easy to pick up bad yoga habits and possibly work out too hard and in the wrong ways, which can have detrimental effect. I strongly encourage you to find out the credentials of the instructor, which is why I am suspicious of gyms that present yoga programs.
Yoga is really best begun at a place that specializes in yoga. Once you catch on the basics, no reason you can't continue in a place that isn't quite as dedicated to it because your good habits will have already been ingrained.
"It's never too late to be what you might have been."