(Master is Ramana Maharshi)
... Experiences such as, ‘I went; I came; I was; I did’ come naturally to everyone. From these experiences, does it not appear that the consciousness ‘I’ is the subject of those various acts? Enquiry into the true nature of that consciousness, and remaining as oneself is the way to understand, through enquiry, one’s true nature.
('Self-enquiry', Questions 1-2)
That's a great citation from a great master, actually, some enquiries in the same line as above must have been what started the science of Yoga. Enquiries made indipendently from the early pioneers of self realization.
Now we have many paths at our disposal, the Whole science of Raja Yoga, Kriya Yoga, disciplines suited to all spiritual tastes.
Before, there was nothing. Those early pioneers most probably started there own disciplines by enquiries similar to the one outlined by Rahmana Maharsi,