There are various ways to study and practice yoga. There is no one correct path. Many people enjoy the physical practice of yoga, known as the asana practice. And for many, this physical practice is the first introduction to yoga.
Once the student is introduced to yoga some yoga students may decide to learn more about this ancient practice.
By starting with the physical practice of yoga, the student is starting to explore what is seen as the outer sheath of the body, known as the Annamaya Kosha. This Sanskrit term identifying the body can loosely be translated as the food layer or sheath. The translation describes the source of the body, that we need food to feed the physical form.
During asana practice, we start to become more aware of our physical body and start to explore the space we inhabit. It is during this part of the journey that we can start to honor the body more than perhaps we used to. Honoring in a physical manner, by no longer "feeling the burn", but listening and respecting our limitations. In addition, what we think about our body, the thoughts we give to this layer can start to become more positive and respectful.
The outer sheath, the Annamaya kosha becomes a gateway to the other four koshas. Which are known as: Pranamaya, Manomaya, Vijinanamaya, and Anandamaya. This journey inward is not linear, it is a journey of discovery as we are drawn towards the Anandamaya kosha, the blissful layer and eventually to discover our true self.