No, it isn't true. I'm sorry someone told you that.
Switching foods too quickly can upset your puppy's tummy, but if the change is made gradually there shouldn't be any problems.
Of course, feeding a good quality food with healthy ingredients will help to keep your little one healthy and happy! You don't want to feed your puppy a food like Ol' Roy for instance.
Congratulations on your new yorkie!
__________________
He is your friend, your partner, your defender, your dog. You are his life, his love, his leader. He will be yours, faithful and true, to the last beat of his heart. You owe it to him to be worthy of such devotion. -- Author Unknown