Welcome to the wonderful world of Yorkiness!
He is a puppy and it is perfectly normal puppy behavior.
Yorkies require a lot (can not be understated) of human interaction. Patience is going to be needed to raise your little guy. He is still very very young, just an infant, and with that, he is teething and will be for awhile. , You can spend time playing with him, training time (a few short 5 minute sessions a day), getting him used to grooming, etc. The best advice I can give you is to give him time to adapt to his new surroundings. You have to remember, this is all new to him, he was taken from his mommy and siblings, now you are his family and he looks to you to learn
Socialization is important now too, have you looked into a puppy kindergarten training class?
Welcome to YT, and if you look around here, we have a section just for training tips and tricks. You will find a lot of great info here.