If you were to bring just one prop with you to yoga class, let it be a blanket! (Bonus: it's easy to carry.)
My folded blanket never comes off of my mat, as it provides just enough cushion for the knees and a helpful guide as to where to place my limbs. I also think it gives the mind and nervous system a gentle assurance of support.
When I was younger, I had the mindset that I could eventually toughen up my bony knees by continued practice on hard surfaces. Spoiler alert: It didn't work; it just made my knees more sensitive.
Other benefits of having a blanket with you during practice:
Sit on the folded blanket to help you comfortably lengthen your spine and bring healthy circulation to the legs.
Fold it up as a prop behind the heart, sacrum, or spine for restorative postures.
Roll it up and place it underneath your knees for hamstring stretches and forward folds.
Place it underneath your head in reclined postures if your neck feels strained on flat surfaces.
Cover yourself up during shavasana (ahhhhh).
Yoga blankets are so easy to find these days (they usually cost around $20), but you can also use any blanket from your home.
I look forward to hearing how this supports your practice!