Please don’t do yoga (as in yoga classes with the full range of yoga poses / movements). There are some yoga poses which will benefit you, but there are loads more that will send you to a very bad place.
Like I said in an earlier post, you need to avoid flexion for a while (i.e. anything that involves bending forward at the waist), and a lot of yoga involves just that. This also applies (to a lesser extent) to Pilates, as there are some poses there that are also a no-no. Hence the suggestion of the APPI form of Pilates. Flexion can be introduced a way down the line, but for now basic core strengthening and stretching of psoas and hamstrings is your friend.
But if you do / don’t do anything else, stay away from yoga in its broader sense.
Also, stay away from squats / good mornings, etc. For someone who most likely has postural and core strength / motor control issues (which most early stage back pain sufferers have), these things are a very long way down the line, if ever, and should be introduced under close care of a physio.