We adopted a 4 year old male yorkie, he is neutered.  We have had him for 3 weeks now & truly have fallen in love.  This is the first small dog we have ever had and he does have a few little things I would like to improve on.  First he barks, not real often but when he gets going he works himself into a frenzy quickly and its a constant bark.  He is fine with visitors, strangers in the park, other dogs and all members of the family but if I (or hubby) walk into my daughters room after she is in it (she can be sleeping, playing, whatever) he goes NUTS and same if she comes into our room when we are in there.  He runs under the bed and goes into a fit and will not be coaxed out.  We have done the obvious thing & don't enter the room when it might upset him.  However, I would like to teach him it is okay and get him to stop freaking out so I can get the laundry put up without playing musical rooms.  The second thing is he is so emotional!  I did not know dogs could be so emotional!  We have always had dogs but larger ones and this is the first we have not had since puppyhood.  My daughter (11) went out of town a week after we got him for the weekend.  He quit eating, lay on her bed and looked miserable.  He did not eat the entire time she was gone and many times I found him curled up on a sweater she left on the floor.  It was heartbreaking!  Right now my daughter and I are packing for another weekend trip, Bear is going with this time.  He is so nervous he stays within a foot of one of us. He can't tell me of course but I think he is afraid of being left behind.  Any tips would be greatly appreciated, thanks in advance & I'd rather not medicate him for the anxiety.

I hate to generalise but, he sounds like a normal companion type dog to me !!!!
They can be very sensitive souls and don't like any kind of upset in the house or anyone in the family to be missing. I know as I have one !
When a member of the family is missing it is OK to let him mope a bit as you can't entertain him all the time but when you can - lots of walks and play, and you may have to feed him by hand to make sure he eats.
Enjoy him and all of his quirky ways !
Oh and, no they don't like being left behind.

You've had him for three weeks !    

He hasn't even settled in yet bless him, so no wonder he's  bit clingy   :-)

He will learn to trust you in time, but it will take time ;-)   He may well change over the next few months as he settles in, and then you'll begin to know the 'real' him ;-)

In the meantime, it may help if you can make life more predictable for him.   Some kind of routine would help him feel more secure as he will begin to know what to expect :-)

Perhaps putting him behind a baby gate when you  have to go into the bedrooms will help with the barking and hiding,  before it becomes a habit that can''t be broken.

These books might help

The Rescue Dog - Gwen Bailey

The Rescue Dog Successful Rehoming