YbMgGaO$_{4}$, a structurally perfect two-dimensional triangular lattice with odd number of electrons per unit cell and spin-orbit entangled effective spin-1/2 local moments of Yb$^{3+}$ ions, is likely to experimentally realize the quantum spin liquid ground state. We report the first experimental characterization of single crystal YbMgGaO$_{4}$ samples. Due to the spin-orbit entanglement, the interaction between the neighboring Yb$^{3+}$ moments depends on the bond orientations and is highly anisotropic in the spin space. We carry out the thermodynamic and the electron spin resonance measurements to confirm the anisotropic nature of the spin interaction as well as to quantitatively determine the couplings. Our result is a first step towards the theoretical understanding of the possible quantum spin liquid ground state in this system and sheds new lights on the search of quantum spin liquids in strong spin-orbit coupled insulators.
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