Pranayama is a very powerful tool and it's effects are very subtle. However, it's like a Knife ( when a doctor uses it, it can save lives.) Advanced Pranayama can make people go crazy, if they are not mentally ready. Yoga teachers, please try including minor Pranayama WITHOUT BANDHAS and LONG RETENTION in your class . Alternate nostril breathing, Bramahari and Kapalabhati is ideal to start with for beginners...
The 3 MOST important things when you practise advanced Pranayama (breathing exercise) are
1) Good quality of Natural Breathing Air
2) Suitable food to complement your Practise ( Mostly natural and boiled. No salt / sugar / spices)...Purely Sattvic food
3) Right Environment (Positive Mind set, similar minded people's company and Peaceful Location)