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"Here there is no waste of an attempt; nor is there any harm. Even a little of this righteousness saves from great fear." Bhagavadgita 2.40.
In the past, yoga was composed in order to assist the seeking in removing the roots of the ego, to weaken it until the construction disappears from a thoroughly purified mind. Ego can be labelled as a mental block and it has nothing to do in one's mind. Bhagavadgita describes four basic practical parts of yoga. Let us take a general look at them now.
Dhyana-yoga - the meditation exercise is intended for calm observation of the mind's working. In meditation, one can examine the processing of sensory perceptions, the production of the world's imagination, thinking, and the other functions of the mind. One can examine the occurrence of uncontrolled emotional processes and the functioning of deeply rooted instinctive processes. One learns to control the mind, prevent uncontrolled conduct as well as purposeless deliberation on sensory perceptions. Doing that, one always seeks their true Self, which is the source of all thought.
Jnana-yoga - seeking of wisdom is intended for understanding the fundamental mistakes of the mind, their elimination from the subjective perception of the world, and permanent abidance in a pure state of mind without the mistakes. The result of achieving knowledge is the realisation of one's true Self as the source of all thought and the mind, and the realisation of the experienced world as an imagination produced by the mind.
Dhyana-yoga and jnana-yoga are very tightly connected; the serenity of meditation encourages finding knowledge, and increased knowledge, in turn, deepens the serenity of the mind.
Bhakti-yoga - the teaching of devotion to God is intended for battle against the ego. Belief in an impeccable being who is the source of one's existence is a very powerful weapon to fight the ego. If one discovers God as one's greatest friend, one can easily give Him everything one has and is. Accepting the world as God's creation, one can consequently realise the futility of one's desires and pointlessness of distinguishing the qualities of things. By submitting oneself entirely to God, one transfers all the burden to Him whom one trusts absolutely, becoming only a temporary user. Thus, one avoids any attachments, desires and dependencies. Moreover anyone escape from the relentless effect of time which destroys everything without mercy.
Karma-yoga - the teaching about submission of the fruit of one's activity to God is very tightly connected to bhakti-yoga and explains the best way to live an earth-life. This teaching explains that in order to live peacefully and happily, one needs to fulfil the duties of one's life. It also teaches that one must not adhere to the outcomes of the activity. That means that one has to fulfil the duty but leave the results up to God and accept any results calmly. That is how we liberate ourselves from the impacts of the surrounding world which are beyond our effective influence.
Bhakti-yoga and karma-yoga are very close to each other. When submitting oneself, one also submits the fruits of one's activity. Karma-yoga can be described as the everyday practice of bhakti-yoga.
Bhagavadgita has eighteen chapters each of which is taken for one kind of yoga in India. It also includes teaching about three qualities of the nature, God's appearance, belief and the origin of doubt. Therefore, study Bhagavadgita directly and closely.
Besides many others, the teaching of Advaita Vedanta, or non-dualism, exists in India. This teaching focuses directly on eliminating the ego and the consequent dualism constructed from the imagination produced in the mind. The medieval Sri Shankara and recent Sri Ramana Maharishi of Arunachala.
Sri Ramana Maharishi said : "The aim is the cessation of mental activities. The methods differ. So long as there is effort made towards that goal it is called yoga. The effort is the yoga." Through the effort, one calms the mind, and what comes is liberation, God's Grace. It is impossible to direct the effort towards receiving God's Grace. That is as foolish as to try to calm the surface of a lake you are entering in by beating your hand on it. Calm yourself and the surface of the lake will calm, too. 
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