Shop around and try different instructors, because everyone has his or her own style. I would compare learning yoga to learning to ski. You wouldn't watch a video or read a book about skiing and think that you can ski. You would want a real lesson up on the mountain. You would want someone to talk you through it a few times.
Yoga is the same way.
There are plenty of good videos and books, but as a beginner, you need someone who has more experience to talk you through the exercises and introduce you to the discipline. I think one of the greatest things about yoga is it is not something that you can ever master. I still go to classes. I'm still learning. It's not about arriving, it's not about competition, it's about learning the process.