You would never know it walking around produce aisles in grocery stores, but it the US, there really aren't true "yams". Orange sweet potatoes are labeled as yams, but in truth, yams are in an entirely different family of root vegetables. The USDA agrees: orange sweet potatoes are supposed to be labeled as just that.
For the record, a true yam is starchier than a sweet potato, but also sweet. They come from Africa and the Caribbean, and must be cooked in order to be safe to consume. Cooking a yam is laborious: it can be difficult to peel the thick skin, and it must be pounded and boiled.
For example, this classic Southern recipe for Candied Yams actually calls for sweet potatoes in the ingredient list, so a more appopriate title would be "Candied Sweet Potatoes."
For tips, recipes and videos and all things sweet potato, see Sweet Potato Headquarters.