I scratched a pimple on my arm and the skin arround the wound tend to yellow. Is that alarming?

Maybe, maybe not. A pimple (whitehead) contains white blood cells (forming the whitish or yellowish stuff). The stuff is called pus, and is a reaction to trapped bacteria, oils, and/or skin cells (called a comedone). Once the pus is out, the pimple dries up in less than 2 days. However, if it stays mushy, reddened, tender, or has more pus coming out, it may be infected (and so needs a doctor's evaluation).