Should I? so confused and overwhelmed.

The first thing you need to do is look up the weight ratings on your Yukon according to the tow package installed on it. That will tell you the max weight you can tow and it will depend somewhat on how much the Yukon weighs fully loaded as well. One you know that maximum weight you can tow, you will eliminate many of the trailers you may be considering. Don't try to fudge the weights. If it's over the weight you should be towing, don't do it, especially as a first time driver towing. Once you know what you should and should not be towing it's just a matter of finding what you want within those limits.

If the trailer you must have is too heavy that means you will have to get rid of the Yukon and get something that will tow more weight. Even the Escalade may not be enough.

You are not going to buy your last RV first so my suggestion would be to buy something you can afford easily. You may even find you or your family do not like the lifestyle. When you have gained more knowledge on RVing, then you can be concerned about getting higher quality and maybe something you will want to keep for several years. Besides, buying lower quality at first will give you the opportunity to learn more about fixing things that will inevitably pop up. :B