There is a story which happend in Maharaja Janaka's (Sita's father) palace.
Once Janaka was sitting in his court and a sadhu came to the court. The king got up and welcomed the sadhu and did his respects by serving him in various ways. After everything was over, Maharaj Janak put a question to the sage, asking why the people are in the clutches of maya. Instead of answering to this question, the sadhu went to a pillar and hugged the pillar tightly, not letting go, crying: "o leave me, o leave me". Everyone in the court got stunned. Some thought that the sadhu had gone crazy or he is a mad sadhu. Then the sadhu asked Maharaj Janak if he got the answer. The king said no. Then the sadhu said: it is the living entity who go volunterely and catch the maya, holding on to her, not the maya catches them. If they want to be free, they have to leave maya and let go from her. So by this story, we can understand, that we are holding on to maya, out of ignorance and bodily attachement.
When the living entity puts himself under the direction of yogamāyā instead of mahāmāyā, he gradually becomes a devotee of Kṛṣṇa.
Teachings of Lord Caitanya, Chapter 30: In the spiritual world, there is another energy, the superior spiritual energy, or internal energy, which acts under the direction of yogamāyā. Yogamāyā is the internal potency of the Supreme Lord; she also works under the Lord's direction, but she works in the spiritual world. When the living entity puts himself under the direction of yogamāyā instead of mahāmāyā, he gradually becomes a devotee of Kṛṣṇa. Yet those who are after material opulence and material happiness place themselves under the care of the material energy, mahāmāyā, or under the care of material demigods like Lord Śiva and others. In Śrīmad-Bhāgavatam it is found that when the gopīs of Vṛndāvana desired Kṛṣṇa as their husband, they prayed to the spiritual energy, yogamāyā, for the fulfillment of their desire. In the Sapta-śatī it is found that King Suratha and a merchant named Samādhi worshiped mahāmāyā for material opulence. Thus one should not mistakenly equalize yogamāyā and mahāmāyā.
