It's because you got him @ 8 weeks old. I got my Missy around the same time. I've been told that between 9-12 weeks is normally a time when the Mother and littermates would have taught our puppies not to bite. Some people suggest yelping "yike" like a puppy would when bit, and then IGNORE the pup so he knows you will not play with him if he does it. Good Luck with your training.
P.S. I've also learned in my research as a new Yorkie owner that there is no such thing as a "teacup" Yorkie. They are all considered Yorkies regardless of their size.
W*E*L*C*O*M*E!