Ok, first the easy part:
The Yun is similar to the Leonardo in that it does not have a dedicated chip to handle USB communication.
You can check the Leonardo’s product page for details:
Since the boards do not have a dedicated chip to handle serial communication, it means that the serial port is virtual – it’s a software routine, both on your operating system, and on the board itself. Just as your computer creates an instance of the serial port driver when you plug in any Arduino, the Leonardo/Micro creates a serial instance whenever it runs its bootloader. The board is an instance of USB’s Connected Device Class (CDC) driver.
This means that “Serial” isn’t an actual UART you can use for communication with other hardware.
This brings us to Serial1. Serial1 is a hardware UART you can use, connected to pins D0 and D1. You could use this to communicate with your XBee shield, altough I wouldn’t recommend it, as those pins are used for bridge communications (Between the “Arduino” and the “Linux”). If you want to used these pins anyways and not use Linio, then just get a Leonardo. Eats less power and it’s cheaper.
Now what you will want to do is use the softwareserial library and create yourself a third serial port. Check the documentation for softwareserial in the reference, altough something like this should work:
XBee _xbee = XBee();
SoftwareSerial mySerial(8, 9); // RX, TX
You will have to reconfigure your shield to used pins 8 and 9 for UART communications, though, but that ought not to be a problem.
Hope this helps,