How to strain yogurt
Yogurt is a protein mesh that traps the rest of the milk components. Many of the trapped components are water soluble- in particular un-denatured albumin, residual lactose, lactic acid, and riboflavin. The water and these water soluble components are the whey.

Draining off the whey makes the yogurt thicker, and sweeter as some of the acid washes away.

Stir the yogurt well to break up as much of the protein mesh as possible and free the trapped whey.

Then do as Elendil suggests and hang the yogurt in a cloth to drain for a couple hours. I use sturdy mesh cloth from the remnants pile at the fabric store. Cheesecloth is too fragile to be used very many times. How many times can cheesecloth be reused?