Probably the most common misconception is that pranayama is somehow dangerous, that it can cause mental and physical upset. This is true enough if it’s taught improperly, especially when giving practices to students who aren’t yet ready to receive them. There are no timetables for the development of a pranayama practice. Each practitioner should be allowed to progress at his/her on pace, even being encouraged to backtrack if an established practice suddenly becomes difficult. This often occurs when old patterns are breaking down, and the new ones haven’t yet emerged to replace them.
A second common misconception is that pranayama isn’t appropriate for beginning students. There is historical precedence for this, many old texts state clearly that pranayama shouldn’t be undertaken until the practitioner has mastered asana (see for example Hatha Yoga Pradipika 2.1).
There might be an argument for this if the practice is attempted sitting up, most beginning students are not easily able to maintain the kind of sitting position required for the breathing exercises. However, one of the innovations of modern yoga is reclining pranayama, which removes the need to sit properly entirely. Pranayama in this position is appropriate for every student, as long as the teaching matches the student’s capacity.
Finally, a third misconception is that breathing practice can take years and years to develop. Again there’s some truth in this, if the practice is conducted irregularly and without undivided attention. Regular practice of appropriate breathing exercises can develop quite rapidly, though this is admittedly not the case for everyone.