Early Vedic religion mainly emphasized establishing a relationship with the gods and performing rituals. And sacrificial ceremonies to seek their support and protection. There are many direct and indirect references to Yoga in the Upanishads.
In the compilation of 108 Upanishads listed in Muktika Anthology, there are twenty Yoga Upanishads. Upanishad is the Sanskrit word that means to sit near or below, where Upa = near, and Shad = to sit. Hence the phrase guides to sitting near or under the enlightened one to attain refinement.