The first Veda, the "Rig Veda," is the oldest scripture written. Scholars deem this one to be the most important and modern-day yoga scholars refer to it more than any of the others. It’s comprised of 10 books, or mandalas, that contain more than 1,000 hymns of devotion to the various Hindu deities. There is a famous prayer in this Veda called the Purusha Shukta as well as the beloved Gayatri Mantra. The "Rig Veda" is a holy book of mantras.
The "Yajur Veda" is more of a guidebook for priests and contains rituals and ceremonial instructions. It is said to be similar to an ancient Egyptian text called the "Book of the Dead." Priests would use this guidebook in ceremonial sacrifices. This Veda is made up of two parts: the “black” and the “white.” You can think of the "Yajur Veda" as a book of rituals.
The "Sama Veda" is essentially a book of chants and songs which were sung during ceremonial sacrifices and various rituals of worship. All the melodies in this particular book actually come from the "Rig Veda."
Last, we have the "Atharva Veda," which includes all the incantations, spells and charms once used. It has a different feel to it than the other three Vedas and is sometimes considered to have its own spirit – making it unique in its own way. The Atharva Veda is said to represent a good picture of what Vedic life was all about long ago.