These frameworks use both the MVC patern so it is easy to understand how YII work (controllers etc).Also Yii has some better things as AR,better form validation,crud creation etc, maybe there are not some CI helpers.
I thing the best after reading carefully the blog tutorial and the documentation is to make a simple site (a dynamic with categories and articles for example) by yourself, I did that and I undestand a lot of things, the next is maybe to add a simple shopping class (like http://www.webforcecart.com/ maybe) to this site.
I used CI for about 6 months and created two full sites in it. I appreciated the documentation, and the gentle introduction to MVC, that came with CI. At first I thought Yii was confusing, and it took me a while to get comfortable with the command line tools.
The Definitive Guide is excellent - it covers all of the main features and is very well written. I would do the blog tutorial, then read the definitive guide in full to understand what you have just done. A lot of things will click into place.
After that, just get stuck in to making something in Yii. I haven't looked back.
I was a user of CI as well. I made the same application using CI, cheetan and Yii. FYI, in terms of the same action for update function that I have compared, the lines of the application is 49 lines for CI and 13 lines for Yii. Yii is so efficient.