According to Yahoo's information page, their e-mail has a 4MB limit on e-mail storage, so if your attachment is larger than that, you could have a problem. They also use virus scanning and (supposedly) spam guard. If your attachment did contain a virus (or Yahoo thought it did even if it didn't), you could have it blocked by that. Their 'spam guard' shouldn't do anything to e-mails forwarded to yourself.

Someone else who actually uses Yahoo for e-mail can probably tell you more than that. I suspect that when you forward e-mail using Yahoo, it does not automatically include the attachments, meaning that you will have to compose a new message instead, but I have no way to verify this. Other Yahoo users will probably have a definite answer.