You should do yoga. Yoga does wonders, it feels so good and you see results. You'll become more flexible (splits may happen, they may not. Some people will never be able to do the splits), you'll notice more strength in your arms, and your mind will become calmer.
I personally suggest you go to some yoga classes instead of practicing at home, especially if you have never done it before. An instructor can guide you and correct your poses so you will be less likely to pull a muscle or otherwise hurt yourself. And don't worry about not having much flexibility before you start yoga. In my experiences, in the yoga studio nobody will judge you. They will be happy and excited that you are there!