Meditation is one of the most powerful methods available to eliminate stress, anxiety and depression. Meditation is a state of pure awareness that is achieved through a variety of techniques. Meditation is not a religion, yet it eventually leads the practitioner into feelings of compassion, bliss, love and peace, and so in this way it can be considered a spiritual practice.
Within the science of Yoga, there are many types of practices, ranging from physical postures, breathing techniques, and methods of meditation, as well as guidlines for mental and physical health. Meditation is technically only one stage of the practice. The steps are as follows:
Asana (physical stretches and postures for the body)
pranayama (breathing techniques for life force control)
pratyahara (the withdrawal of sensory awareness from the outer world and the body)
dharana (concentration)
dhyana (meditation -- the origin of the word "zen" -- the experience of stillness or Being)
Samadhi (a state of total absorption, beyond all ego identifications).
Another method of meditation, often associated with various Buddhist traditions, is called Mindfulness Meditation. In mindfulness meditation, the idea is to be the silent witness of your own mind, body, and emotions. Observing whatever comes into your awareness - be it the sound of a car outside, memories of what you did yesterday, plans or desires, random images, fantasies, ideas and thoughts in all forms, sensations in the body and especially, the breath. The focus on breath is common to many different types of meditation, including yogic meditation. Breath is the key that unlocks deeper states of consciousness, releases bound up energy and stress and supressed emotions, and rejuvenates the body. Breath also keeps one present in the moment.
Different types of people need different types of meditation. Try different traditions. I suggest you learn from an experienced teacher with a solid tradition behind them. If you want to start now, then just sit comfortably, with the lower back supported and the spine erect. Breathe slowly and deeply - through the nose, both in and out. Breathe from the belly (not the chest) if you are able. This may take practice to develop this natural way of breathing.
Now, without any judgement or analysis, just relax the body, focus on the breath, and observe your thoughts and feelings with detachment, acceptance and compassion. Count your breath (in and out is one breath). Count mentally. See how many breaths you can count before you forget and start daydreaming. If you forget to count, then just gently bring your awarness back to the breath and start counting again. If you can count 10 slow breaths you are off to a good strong start. If not, just keep practicing. Meditation is a life long practice, and will lead you ever deeper into yourself and to limitless awareness and peace.