What do you need to know
The Yii learning curve isn't as steep as other PHP frameworks, but still there are some things you should learn before starting with Yii.
PHP
Yii is a PHP framework so make sure you read and understand language reference.
Object-oriented programming
Basic understanding of object-oriented programming is required. If you're not familiar with it, check one of the many tutorials available such as the one from tuts+.
When developing with Yii, you will be writing code in an object-oriented fashion, so make sure you're familiar with PHP OOP support.
Note that the more complicated your application is the more advanced OOP concepts you should learn to successfully manage that complexity.
Command line and Composer
Yii extensively uses the de-facto standard PHP package manager, Composer so make sure you read and understand its guide. If you aren't familiar with using the command line, it's time to start trying. Once you learn the basics you'll never want to work without it.
HTTP
Since Yii is a web framework and a major part of the web is using HTTP, it's a good idea to learn more about it.