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Although it's impossible to get the full Pilates experience at home,  you can get an idea of what it's like. Perhaps the best way to get started with Pilates at home is to use YouTube. YouTube has a wealth of free videos of instructors giving beginner lessons in basic Pilates exercises. One thing you can't get out of home pilates exercise is the use of machines, so keep that in mind. Nothing more is needed for yoga than some space and free time, which makes it a great exercise to get started with at home. You may find purchasing a mat to be helpful but it's not necessary. Search online for instructions on how to perform basic poses and postures. There are many video as well as text tutorials that will allow you to get a feel for what yoga practice is like. If you wish, you can continue to practice yoga or pilates at home, without ever stepping foot in a class. However, finding a good class might help you get the full yoga or pilates experience, and get the most out of the exercise. Search online to find classes near you. Compare the prices and the reviews. Then choose a few check out in person. Once you arrive at a yoga or Pilates studio you're interested in trying out, talk to the instructor about your goals and what you're looking for in a class. This will help you decide what class is right for you. If you haven't yet decided for sure whether yoga or Pilates is what you want to do, spend some time at classes for both. Look for classes that offer free trials, or free classes for newcomers. Attend a quality yoga class and a quality Pilates class a few times each and by then you should be able to make a fully informed decision on which will better serve your needs.
Try Pilates in your home. Try yoga in your home. Look for classes near you. Attend classes for both to decide which is best for you.