Some change of consciousness happens within the course of our life as we grow through education and the various experiences of life. However there is a limit to this change in the sense that we remain tied to the circle of ignorance and move within the limits set for man by nature. This change does not change our fundamental inlook or outlook towards things even though it helps us become a better human being, someone little more considerate and kind, a rational and reasonable person with a somewhat balanced life led in moderation exercising a certain control over the desires and the ego-self. Yet this change is not considered sufficient since our core identity is still the ego-self.
But the change of consciousness envisaged through yoga is a shift of our identity from the ego self to the soul or the true Self which is not a temporary construct of nature to serve for a lifetime. The true self in us is the soul and its discovery brings a radical change, a reversal so to say in the way we value and understand things.
There are several ways to bring about the change but the core is a sincere and persistent aspiration to discover the Divine Presence within through concentration and interiorisation. The rest is a vast subject but the path opens as we walk step by step.