The easiest way to connect two nodes is by dragging the mouse from the desired start node to the desired end node. For that to work, the start node may not be selected (otherwise the selected start node would be moved).
To connect two nodes using predefined edge styles from yEd's palette, move the mouse over the desired edge style in yEd's palette, press and hold the left mouse button, drag the mouse over the desired start node, release the left mouse button, move the mouse to the desired target node, and finally click the left mouse button (while still over the target node). For that to work, it does not matter if the start node is selected or not.
