NOTE: The Yeti is a "SIDE ADDRESS MICROPHONE," which means you talk into the SIDE of the mic, NOT the TOP (see the yeti using a Yeti)
Talk into the FRONT, toward the Blue logo.
Test The Mic
Test the mic setup by plugging headphones or earbuds into the Headphone jack at the bottom of the Yeti. Listen while you slowly turn the Volume knob clockwise while speaking into the mic. You should soon hear your voice loud and clear.
If you don't ever hear your voice, check the Gain knob to make sure it's turned to 12 o'clock/straight up. If not, turn your headphones back down and turn the Gain up. Then, start this process again.
If you still don't hear yourself, let me know.
Here is a video to show you the basics of recording with an external mic like the Yeti...
Setting Recording Levels in Audacity