These pop up in a variety of classes from Yoga (as chair pose) through to Barre, and for good reason.
A powerful low impact exercise, squats will work deeply into the glutes, quads and core primarily.
Start with feet hip width apart and feet parallel. As you lower, stick your bottom back, keeping the spine straight and knees inline with the feet. Engage the core, open through the chest and come as low as you comfortably can. This is a strong exercise so build slowly both the length of the hold and the depth of the squat.