Mistake One: Not knowing what you want from Yoga.
The reality is that there are numerous different styles and forms of Yoga and each has it's different attractions. Ask yourself what it was about Yoga in general that attracted you and then you can investigate a style that caters more specifically to that. You may like to set goals, be they physical, mental or spiritual. If you do then it's a good idea to discuss them with the instructor of your class before you begin. Yoga instructors are usually very approachable and happy to talk about their passion. They will be able to talk to you about your goals for the class and let you know if you are being realistic, aiming too high or too low. Make sure you goal includes a timeframe so it becomes something that is measurable.
Mistake Two: Jumping in Feet First.
Having decided that they will give this Yoga thing a try many people take a running leap and jump in to a 12 month stage by stage class. These classes are usually an upfront payment arrangement and progress from one level to the next as the weeks progress. They are a fantastic way of learning Yoga and becoming very good at it, but it's quite possibly you will choose a class that is not ideal for you.
The best way around this is to join a Yoga beginner class, also known as a drop in class. If you do these classes for a few weeks you will notice a high turnover of students as new people join and old people move on. These classes are designed to give you a very broad feel for the different types of Yoga. The level of the students in the class usually varies greatly so you can expect the instructor to keep the classes quite tame. The other key benefit of doing this is that the classes are pay as you go so there is no big financial outlay for you while you decide the type and style of yoga that best suits you. You are also not obliged to attend every class. With the longer courses you can fall behind quickly if you miss a week or two in a row. With the pay as you go classes you will find that while each class is different the level stays quite low to cater for the newer people joining in.
Mistake Three: Choosing the wrong teacher.
Traditionally a Yogi had to be an apprentice to a skilled Guru for many years before he could teach even the simplest of Yoga technique. Nowadays a 3-day course over a long weekend is considered enough by some people. There is a big difference in what you will achieve depending on the skills and abilities of the person teaching you. Yoga is starting to make a regular appearance on the sports injury list and a large reason for this is instructors who have been taught just enough to be dangerous. A qualified teacher won't necessarily be fantastic and an unqualified teacher won't necessarily be terrible - but the odds are certainly cast in that direction, so it's a good idea to check your instructors background and qualifications before you begin studying with them.