Congrats on your new baby. Yorkies, unlike other dogs, actually have hair instead of fur. And like human hair, it does require a little bit more attention. Daily brushings and weekly baths should keep his coat and skin in tip top shape. It's up to you though. Gizmo gets a bath once a week and I clean his little head and clean any tear stains every night. He's a boy so he has a tendency to try to get all stinky (granted I know some girls that do that same thing
).
But it's your call on how many times you should give baths. I would recommend though a puppy shampoo that's gentle and tear free.
Good luck! Would love to see more pictures of your baby!