Possible reasons:

- Set your CAPS LOCK key correctly. Passwords are case sensitive (meaning that "PASSWORD", "PaSsWoRd" and "password" are not equivalent), so be sure to keep this in mind when entering your password.
- Somebody or computer viruses changed your e-mail password. In that case you should request Yahoo! a new password from here
- You had a keylogger software on your computer that recorded when you typed the password and user.
- Many people reported you as spam and so yahoo.com closed your account.
- You fell for some pages that look exactly like the yahoo logging page, and when you type your password and user they are sent to an e-mail.

Solution

1. At the loggin screen under the 'Sign in' button click the 'Forget your ID or password? ' link.
2. Write your personal data in the forms that appear.
3. Select at step 2 on the page 'Forgot your password?' or 'Forgot your Yahoo! ID?'.
4. Click the selected option.

Now yahoo should show you your ID or change your password.
If that doesn't happen it means that the person that stolen your account has changed your personal data and your account is lost for good.