When You are alone you are not alone. You may be self talking to you or thinking about something/someone, dreaming, imaging, something is going on. Thus when you are alone, try to be lone. And you will find new you. You as a physical body and mind are separate from your spirit or consciousness (incarnated soul). One
must have very sensitive or very steady one pointed mind to realize this very
minute but omnipotent existence. There are many many ways to attain this state of mind and YOGA is one of them. Yoga means union, your union with your universal soul. Yoga also has many branches like Raja yoga, Hatha yoga, Karma yoga, Bhakti yoga and so on. One have to choose the suitable path (branch of yoga)  according to ones personality. When you sit alone and calm you may be able to know your real lean of personality and you can choose your path or branch of yoga accordingly for journey to infinite.

Try yourself and share your feedback.