Lord Kṛṣṇa, the Supreme Personality of Godhead, speaks about the topmost system of yoga in the Hata Yoga system. Kṛṣṇa, the supreme authority, recommended the eightfold yoga system. The Vedānta-sūtra says, "This human form of life is meant for searching out the spirit, the Absolute Truth." The yoga system is used to search out the spiritual principles within this material world. That process for searching is recommended in Bhagavad-gītā by Kṛṣṇa Himself.
First one is annamaya kosha or physical body is activated through Yogasanas and by following yogic principles. By doing this, the body will be free from diseases and feel the happiness on the bodily platform.
Second one is Pranamaya Kosha or Energetic Body which will be activated through Pranayama. The person will get vital energy from this.
Third one is Manomaya Kosha or Psychic Body which is activated through Mahamantra Meditation. The person will experience the stress/anxiety/depression free life with this meditation.
Fourthly, Vijnanamaya Kosha or Consciousness Body which is activated through Divya-Jnana and Satsanga. With this, One will get the real knowledge about not only of this world but also of the spiritual world.
And Finally, Anandamaya Kosha or Transcendental Body which is activated through the application of Bhakti Yoga principles. One will experience the unlimited ever-increasing transcendental bliss by obtaining which he will never go back again to the lower level of happiness(refer Bhagavad Gita chapter 2 Text 59 "Param drstva nivartate").