Pranayama benefits are numerous and tremendous. When appropriately practiced it has a number of health benefits. But you have to practice it religiously. Like you brush your teeth it should be followed. There must be no break.
Hindu philosophy is mainly based on karma. So we pray to nature, sun as a god, performing cow’s pooja and Go Dhana [donating cows to eligible person], Thulasi (basil) plant and Aswath (banyan trees) are holy and auspicious. By praying sincerely we can get rid of sins. Also by doing pranayama we can get rid of our sins. Interesting is it? Yes!!! It purifies our Nadis. In a human being, there are 76,000 nadis. The right side has 36,000 nadis and the Left side has 36,000 nadis. While we do pranayama, our nadis get purified, and the past misdeeds are removed by the grace of Eashwar.
Also, it was said that Kowsalya Lord Rama’s Mother performed pranayama. Even in the epics, we have proof of doing pranayama.