The fluorescent yellow is usually specifically due to high doses of vitamin B2, and is because vitamin B2 is orange. It's not by itself an indication of a problem.
Some of the B-vitamins can have nasty side effects in huge doses, but those doses are far above the RDA for most people.
EDIT: Note that "huge doses" are still within range of quite a few "megadosed" vitamin supplements. I've experienced annoying side-effects from vitamin B's as a lot of pre-exercise products have high doses as it is believed to have an effect on energy levels (I don't know if the science stacks up or not), but "neon pee" occurs with very low doses of B2 and is by no means an indicator you'll run into any of the other side effects.
Some of the B-vitamins can have nasty side effects in huge doses, but those doses are far above the RDA for most people.
EDIT: Note that "huge doses" are still within range of quite a few "megadosed" vitamin supplements. I've experienced annoying side-effects from vitamin B's as a lot of pre-exercise products have high doses as it is believed to have an effect on energy levels (I don't know if the science stacks up or not), but "neon pee" occurs with very low doses of B2 and is by no means an indicator you'll run into any of the other side effects.