I tethered both of mine to my belt loop the second they walked in the door. My boy stayed at my hip for months. It was tough. My girl was a lot easier. I actually miss it sometimes. I kinda think that it helped us bond a little. Then again, they both still follow me EVERYWHERE. Maybe that's why they do that? I just put that together as I was writing this. Hmmm...?? But I think that Yorkies are like Velcro anyway, right?
Good luck
You guys will do great!