They need to know they just use the e-mail they receive the mails on, not the Yahoo account. There is no initial password, if they put in a password and try to login, ?it should send them a link to set it.
Our group just finished migrating today. We've had a couple of members ask what their password is to access the files, photos, etc. One in particular said when he asks for his password to be reset/sent it just takes him back to the login prompt.