Pranayama is usually translated as breathing exercise, which undersells it. Prana is the vital current the breath carries; ayama means to extend or regulate. The practice is therefore less about breathing deeply than about breathing deliberately — and the difference shows up quickly in the mind rather than the lungs.
For most people beginning, the useful starting point is not a technique at all but observation. Sit upright, close the eyes, and simply notice the breath without changing it, for five minutes. Most people discover their breathing is shallower and more irregular than they assumed. That observation is the foundation everything else is built on.
Nadi Shodhana, alternate-nostril breathing, is the next step and the one most suited to daily practice. Close the right nostril, inhale through the left; close the left, exhale through the right; inhale right, exhale left. That is one round. Five to ten rounds, without straining, is a complete practice.
Bhramari, the humming breath, is worth knowing for the evening. Inhale normally and exhale with a low, sustained hum, the ears lightly closed. The vibration is settling in a way that is difficult to describe and easy to feel, and it is one of the few practices that works even when the mind is agitated.
Two rules matter more than technique. Never strain — if the breath becomes forced, the practice has gone wrong. And practise on an empty stomach, ideally in the morning. If you have a respiratory condition, high blood pressure, or you are pregnant, learn these under supervision rather than from a page.