The word 'yogurt' comes from Turkish. English borrowed it from Ottoman Turkish in the early 1600s, and the gh in 'yoghurt' is an old way of spelling the Turkish ğ sound.
Turkish yoğurt is usually traced to an old root meaning to thicken or condense, from the same family as the verb yoğurmak, 'to knead'. Turkic peoples of Central Asia were eating it long before the word reached Europe: in the 11th century, Mahmud of Kashgar's dictionary of the Turkic languages and Yusuf Has Hajib's poem Kutadgu Bilig both mention it. English first recorded the word in 1625, from travellers' accounts of the Ottoman lands. Yogurt became an everyday food in Western Europe only in the 20th century; in 1919 Isaac Carasso began making it commercially in Barcelona under the name Danone. Today most European languages use the Turkish word, with small changes of spelling.

