Shiva is a god of action and thus a practical god.
Vishnu is a god who is equally good for thinking and action.
Brahma is god of Creativity and thus god purely meant for thinking.
Then why is that Shiva, paradoxically, associated with Yoga?
In the default state Shiva gives us maximum control but least power. As power increases control decreases. This makes us to convert an idea into an action at a very premature stage only.
Shiva is maximally powerful in Rudra form. However, control here is the least.
If we somehow take an idea to Rudra stage it either gets converted into an action with unexpected results or gets abolished.
It is for this reason that Rudra is associated with graveyard.
However, with practice we can keep the idea eternally in a state of suspended animation in which the idea is neither converted into an action nor does it gets abolished.
If the idea is about to get converted into an action it is linked to thinking. if it is about to get abolished it is linked to action.
By alternately linking the idea with thinking at action it neither gets converted into an action nor gets abolished.
Thus, Shiva enables us to have the idea in the most powerful state and keeps it in a state of suspended animation and lets us wait eternally for the best opportunity to let the idea to get converted into an action.
This method also reduces power consumption of the idea to the bare minimum.
‘Adi’ means ‘eternal’. ‘Yoga’ means ‘link’.
Thus, Shiva is eternal Yogi and not first Yogi.