While they're often used interchangeably here in the United States, yams and sweet potatoes are not the same thing. In fact, the two are not even distantly related to one another!
Sweet potatoes originate from South America, and come in two different kinds: a pale-skinned variety, which has a thin yellow skin and a crumbly flesh similar to a baking potato, and a darker-skinned variety, which is often confused with the yam. The darker-skinned potato has a thicker, dark orange skin and a moist, soft interior.
Yams, which originated in Africa, are naturally sweeter than sweet potatoes and have a higher moisture content. The skin of a yam, while also dark brown, is dull in color and rough in texture compared to a dark-skinned sweet potato.
The tuberous two are easily confused because they do truly have many similarities. Both are in season from October through March, and can be prepared using the same methods, including baking, steaming, deep-frying, and microwaving. And, of course, both taste insanely delicious with brown sugar and marshmallows!