If using Greek yogurt - When you are spooning out yogurt from its container try to scoop only the yogurt and not the liquid. Also, I used Chobani low-fat yogurt. Any other brand such as Fage should be fine.
If using regular whole milk yogurt - strain the yogurt using a mesh strainer over a bowl. Refrigerate it overnight or for 4-5 hours. Transfer the thick yogurt to a bowl and follow step 1.