Hey there Sunshine,
I could go on for days about this. BUT, to try and keep it short, the heat and mental determination of the practice allows me to focus and quiet my mind.
Some of the postures are designed to help reduce stress too. The main focus of class is to breathe through your nose while holding the postures in stillness. When we breathe through our nose we turn on the sympathetic nervous system, allowing us to relax through such a stressful time.
By being put under so much pressure in the hot yoga room: trying to focus while being hot, sweaty, heart beating a milling miles an hour, and finding the strength (physically and mentally) to do a pose when every voice inside my head is telling me to stop, I've created mental strength.
Everything outside the room doesn't seem so challenging anymore. I can relax while sitting in traffic. It doesn't bother me waiting in line for long periods of time. It hasn't bothered me nearly as much as it used to if I got yelled at work. I know that everything will pass. It'll be okay, this is just a temporary crummy moment that will be forgotten soon after. That's what I've learned the most about this yoga. With that, you learn how to stay present.
If you've been considering taking a yoga class. GO DO IT! I recommend it to anyone. You don't have to be flexible and there's no judgement.
If you have any other questions or concerns, please feel free to write me back.