Welcome to League of Legends if your New if your not new then welcome to Master Yi.
this is a Quick View of Master Yi's skills and the build which I recommend for any player that whats to start playing Yi.

If your new save all you IP so u can buy all the important runes when you hit max level and you should be set, First we have Arm Pen for dps vs any tanks and you will just blowup any AP casters/ then you have the AS which well allow you to shred your opponents and keep you alive with you Lifesteal and ult.

This is hands down the best mastery build you can have for Yi you can use Exhaust with Ignite and end someones day very quickly the reason for not having any chasing or running spell is because of Master Yi's ult is basically all you need to run or chase.

this Build is very important for Staying out in the Field to farm and allowing you to Combat vs Harassment and Aoe ranged.

U can chose to buy a Different Build for Items but this is the Best and most highly Recommended by me and many other that play YI.

Self Explained The Heal Skill is Completely Trash and Dont try to Play AP YI its BAD>

Covered in the Masteries.

You can last hit most mobs with your Q Alpha Strike and a little hint you can always last hit a Mob and Get a Free Harassment out of it if you time it just right at the dying creep.

Farm untill you have both you Emblem of Valor and you Berserker Boots.
then you can maintain a good fight with almost any champ.

make sure you talk with you team when you are going to ult for a chase or going you pop you cd for a kill Yi is a Soft Champion and can Die very easily if you are not working with your team.