Some students are in a hurry to begin "real" pranayama. They go right to the later stages without first laying a quality foundation, and their practice often suffers. First find out what is. This is also part of the answer to the question Who am I?
The Yoga of Breath: A Step-by-Step Guide to Pranayama (ed. Shambhala Publications, 2002) - ISBN: 9780834825789