Whitehorse is the capital.
The winters can be a bit chilly. When it is warmer, there are grizzly's about. Enjoy camping in the wilderness.
Hitchhiking in Yukon territory is not too difficult. The lack of traffic on the road and the remoteness may work in your favour for getting rides, especially if you are clean and dressed smartly. In winter time, drivers are obligated to pick you up if conditions are dangerously cold. If going to Alaska, be patient. You will probably get a ride all the way to Anchorage eventually.
Border Crossing to Alaska
For either side, make sure you have documents to back up your life's story. That means cash or bank statements, a flight ticket out of North America (if you're a tourist) and some form of documentation about your life at home, if you can. As long as it all checks out, you won't have a problem. Be aware that the Canadian Custom's office is located 30km away from the border itself. If you are refused entry into either country, you will be in a very difficult position, as there is little traffic or civilisation around.