I've noticed in general Yorkies are extremely protective of there owners and can be a bit snappish at times. My Chloe is not very nice to people at first because shes always in protection mode. Best thing to do to get rid of that or just the overall shyness is the dog park. I took Chloe there a few times and what a difference. At first all she wanted to do was nip my heels and follow me around, now shes bullying all the big dogs