Welcome to Yorkie Talk. I second the opinion on making sure your baby has a harness not a collar when walking. I do have a collar for Calleigh's ID tags and her microchip ID. When walking always use a harness. If you haven't had your baby microchipped that is a really good idea also. Many dogs have been returned to their loving families by having this simple procedure done.
Enjoy your baby. I have had other breeds too, but a Yorkie is such a loving dog. Mine makes me smile all the time.