Asana means "pose", or "posture" -- not "exercise".
Go into a pose slowly, with full concentration and body-awareness, to the limit of your flexibility. The holding time is gradually lengthened as your strength, flexibility and concentration improve.
Come out of a posture as slowly as you went into it -- and with just as much concentration.
Most of the benefits are received during the holding period. Yoga is non-competitive. Never use force. You progress at your own pace and within the limits of your own flexibility. This practice benefits not just the muscles and joints, but every gland, organ and nerve in the body. You are working to bring each part to an optimum of health and to ensure that all parts are working as a balanced, harmonious whole.
As each asana is taught you will be given any cautions applicable to that posture and which modifications to use if these cautions apply to you. You will also learn the benefits of each posture and how each posture directs the flow of prana (energy, or life-force).
If you are attentive to the instructor's directions and cautions, and to the signals from your own body, you will be working safely and knowledgeably while deriving the maximum benefit from your practice.
The therapeutic benefits of yoga have been well documented, but to realize these benefits regular practice is necessary. What you get out of your practice will be in direct proportion to what you put into it. Remember, this is self-discipline!