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.