Rinse a pan with cold water, then add whole milk. The cold water should reduce the amount of milk sticking to the bottom of the pan. I also put in a 'milk saver'. It sits at the bottom of the pan & rattles when the milk starts to boil- genius!
My Grandma & my Mum both had a milk-saver. Eventually I unearthed this deceptively simple pyrex disc in an old fashioned hardware shop.
Whilst the milk is heating, I fill a wide-necked flask with boiling water. As soon as the rattling milk-saver alerts me to the heated milk, I turn off the heat & leave the milk to cool.
When the milk is cool enough, empty the hot water from the flask. (I do not have a thermometer so use a scrupulously clean finger to gauge if the milk is hot-bath-temperature). Add a generous spoon of yoghurt to the warmed flask & carefully stir in the heated milk.
Leave the flask for between 12-24 hours then you should have yoghurt...
To make thicker yoghurt, add a spoon of dried milk powder. Alternatively try using raw milk. The fat content is very high so the resulting yoghurt is wonderfully thick and creamy.
If it all goes wrong strain the mixture through a cloth & you'll have cream cheese instead!