Yoga is no different from other forms of exercise in that you should be sufficiently warm before beginning strenuous postures within a sequence of exercises.
However, with this said, yoga often focuses on different aspects then simply increasing heart rate and breaking a sweat. The breath in yoga is very important and if done with awareness can heat the body from the inside out.
Ujjayi breath is preformed through the nose with the mouth gently closed. The back of the throat is slightly constricted narrowing the passage for the air and bringing an audible sound to your breath.
This sound can be a guide throughout your practice letting you know when you can go deeper or back off in a stretch. Also it is important to practice yoga or any stretching in a warm room. The temperature will help to soften and allow your fascia and tissue to stretch and open.
Keep in mind that most of the heat will come from within and only aided by the external temperature. If you still find that the beginning stretches are too strenuous then do a few minutes of your own exercises that you know will warm you up before you start. Yoga is all about finding what is right and true for you, be honest with yourself and take things one day at a time.