i am so thankful i picked up miss buffey in person from her breeder LOL...i had never had small dogs before (and never more than one at a time) and i had never seen the way yorkies play with one another...i was watching the puppies play around and i asked the breeder, "is that normal? are they playing or fighting???"
... well it turns out they were playing, but had i not seen it and asked about it, i would have the same concerns you did
... as teresa said, the sounds they make while playing can be a little alarming lol