I'm now satisfied that Yahoo! is indeed 'pushing' email to the iPhone. Twice now I've posted to this blog and the email copy of the post Blogger sends to my Yahoo! address came in almost instantly. Cool! However, it is only the Inbox that is being pushed to -- other folders (of which I have many) are not pushed to. To see if the other folders have received any emails means going to Safari and pulling up the Yahoo! Mail page (just as if I was on a desktop or laptop computer).
So why the delay for the first few days? My hunch is that with Apple selling some 20,000 iPhones every day, that there's a time lag cue for all the new accounts to fully propagate through the Apple and Yahoo! systems. If that's the case, it'd be nice if Yahoo! and Apple would post that info so that new customers (like me!), don't waste time trying to figure out what's going on.