The main difference of GFP to YFP is the fact that GFP will change its color to color green when it is exposed to certain types of light like ultraviolet light. YFP will change its color to yellow when it is exposed to the same kind of light. Another difference is from where they are derived from.
The GFP comes from jellyfish and YFP is considered to be a genetic mutant of the original GFP protein. The color alone will be enough to let you know what you are dealing with, especially if you are studying molecular biology. Take note that they are sometimes paired with each other to do some enhancements.