The word yoga comes from the ancient Sanskrit root yuj, which means "to yoke" or "to join"—as in yoking together a horse and cart. Today, yoga is commonly defined as union, because the practice helps unite—or join together—many things. On the most basic level, yoga unites the body and the mind through the breath. On the most cosmic level, yoga unites the individual with the universe.
Here's a way to experience this concept:
Sit in a comfortable seated position and tune into your breath. Allow your breath to slow and deepen. Meditate on the word yoga or union or one. What associations do you have with those words? What do they mean to you?
Now move away from your thoughts and simply sit with your concentration on the word yoga. If thoughts intrude, notice without judgment that your mind is chattering, and return your focus to your breath. You are moving into a direct experience of what union truly means.