The Power of Intention Setting

So you've just started out exploring yoga classes as you've heard all the hype about how good it is for you. As you begin, you hear the yoga teacher say 'We'll begin by setting an intention'. Your mind races thinking omg I can't think quick enough; what the hell is an intention? Erm, I intend, I intend... come on brain, think! Brain... 'I got nothing'. And the yoga teacher continues her class and you've not been quick enough to create an intention so already in your head you're failing, right? Have you been there?