VedAnta literally means the end of the Veda. It is the ultimate goal of the Veda as explained in the Upanishads which come at the end of the Veda. Although there are three major schools of VedAnta, here I am referring to the Advaita VedAnta as expounded by Shri Adi ShankarAcArya.
The prasthAna-trayI (three points of departure or foundation texts) of VedAnta are:
The Upanishads, known as Upadesha prasthana (injunctive texts)
The Brahma Sutras, known as NyAya prasthana (logical text)
The Bhagavad Gita, known as SAdhanA prasthana (practical text)
The essence of Adi ShankarA's message is that it is the attributeless (nirguNa) Brahman that is the efficient and material cause of everything. The process of manifestation is explained concisely in his work the PanchIkaraNam. Spiritual ignorance (avidyA) causes the human being to attach to concepts such as my body and my mind that are mistaken for the true Self, which is none other than the Atman that is identical with Brahman. The same spiritual ignorance at the cosmic level is called mAyA and is responsible for our apprehension of the external reality as the world we see, when in fact that is also Brahman.
Why do we need VedAnta? Advaita VedAnta provides the philosophical framework that explains the identity 'Tat Tvam Asi" that was revealed in the Upanishads. If we stop at Yoga, we are missing out the crown-jewel of Indian philosophical thought that is Advaita VedAnta. Yoga is actually based on SAmkhya thought that was improved upon and superseded by VedAntic philosophy. As we examine these systems, even from the viewpoint of knowledge in the dual-conditioned world we can see that some systems subsume other systems of thought. SAmkhya stops at the conception of the Universe in terms of Purusha and PrakRti. Advaita VedAnta goes further and says they all stem from the One Reality. Using the process of inference, one can see that non-dualism subsumes all dualistic systems. The converse is not true: dualism cannot subsume non-dualism. Of course this is a contentious issue and not everyone has to agree with this viewpoint. For the aspirant it is best to form a provisional belief system that she or he is comfortable with and keep persevering with sAdhanA to directly experience the Truth.
The writings of Adi ShankarAcArya are for the very advanced aspirant. Reading the VivekacUdAmaNi or AparokshanubhUti without any sAdhanA is like a non-drinker trying to drink cask-strength single malt whisky! It is too much for an untrained spiritual aspirant to read and understand ShankarA's works through sheer intellection. ShankarA was not only a highly accomplished yogi and a truly realized embodiment of Brahman, but he was also a formidable intellectual. And he wrote persuasively to establish his arguments in the face of other schools of thought. So following his arguments can be difficult even for highly intelligent minds. As already noted, the purpose is not to try and understand these concepts through the mind, but rather to examine these questions at a deeply personal level in the depths of meditation. The intellectual hair-splitting of the logical aspects of these works is not useful. It is far more useful to gain just a glimpse of even one of these statements through direct experience and thus gain confidence on the path. Reading these works is useful insofar as selecting one particular statement to then examine over a prolonged period of time in meditation.
ShankarA is also mercilessly uncompromising in the standards he sets for the aspirant, and few householders can live up to such expectations. It is far more practical to start with Yoga and reach the goal of samAdhi prior to undertaking the in-depth study of ShankarA's longer works. However, his simpler works such as Bhaja Govindam, Atma Shatkam, NirguNa mAnasa pUja, and PanchikaraNam are quite accessible to almost anyone. The essence of his message is very simple at one level, but that does not mean that it is easy to realize! What the aspirant can take heart in is that one does not need to read all his commentaries and works in order to realize his message.