First of all CoNgRaTuLaTiOnS on your new addition! What an exciting time! It is perfectly normal for you to be feeling anxious about the whole thing. Yorkies are so tiny and fragile and literally have to be cared for like babies. You will notice a lot of people refer to them as "furbabies."
There is so much to learn about caring for your new yorkie puppy. The very first thing I would do is go out and get a "Yorkshire Terriers for Dummies" type book and read it from cover to cover. Yorkie puppies are very susceptible to hypoglocemia so you have to make sure that they eat well and eat all the time. Go buy a tube a NutriCal from your local pet store or vets office. I would give a dime size amount to your puppy 4-5 times a day at least for the first couple of weeks or until it starts eating really well on a regular schedule. The most important times to give the NutriCal would be first thing in the morning and right before you go to bed, although you should give it throughout the day, too.
As far as what food you should feed your new puppy, you should definately start it out of whatever food the breeder was giving. Then gradually mix the food you want to feed it in with what the breeder was feeding. Slowly wein him/her off the original food or their tummy will get upset. Do a search on YT for "food." You will get more information on food than you care to read. Some of the favorite brands of food of YT members are Chicken Soup for the Pet Lover's Soul, Merricks, Royal Canine, Eukaneuba, and Innova to name a few.
Should you have anymore specific questions after you bring your new addition home, please feel free to come to YT and post your questions, comments, concerns, and most importantly, PICTURES!!
Welcome to YT and we look forward to seeing more of Rocky when you get him.