JimmyK has ignored the request (in now deleted comments) to add the lower bound proof to his answer, so I will add an answer with the lower bound proof which will resolve the question completely.
Just like Jimmy's excellent upper bound proof we use
$$ 2014 = \sum_{n=1}^{2014}\left(1 + \frac{1}{y_n}\right)(y_n - y_{n+1}) = \sum_{n=1}^{2014} \int_{y_{n+1}}^{y_n} \left(1 + \frac{1}{y_n}\right) dy$$
Now we can easily show by induction that $y_k \gt -1$ and thus
$$y_{n+1} + 1 \gt y_{n+1} + \frac{y_n}{1+y_n} = y_n$$
Thus we have that
$$\left(1 + \frac{1}{y_n}\right) \ge \left(1 + \frac{1}{y_{n+1} +1}\right)$$
Now for $-1 \lt y_{n+1} \le y$ we have that
$$\left(1 + \frac{1}{y_{n+1} +1}\right) \ge \left(1 + \frac{1}{y +1}\right)$$
Thus
$$\left(1 + \frac{1}{y_n}\right) \ge \left(1 + \frac{1}{y +1}\right)$$
Let $a = y_{2015}$
We thus have
$$ 2014 = \sum_{n=1}^{2014} \int_{y_{n+1}}^{y_n} \left(1 + \frac{1}{y_n}\right)dy \ge \sum_{n=1}^{2014} \int_{y_{n+1}}^{y_n} \left(1 + \frac{1}{y +1}\right) dy = \int_{a}^{2014} \left(1 + \frac{1}{y +1}\right) dy =$$
$$ 2014-a + \log(2015) - \log(a+1)$$
Thus
$$ 2014 \ge 2014-a + \log(2015) - \log(a+1)$$
which means
$$ a + \log(a+1) \ge \log (2015)$$
giving us
$$ (a+1)e^{a} \ge 2015$$
Now $6e^5 \lt 6 \times3^5 = 1458$ and since $(x+1)e^x$ is increasing, we have $$a \gt 5$$
This coupled with the other two answers gives the answer of $$2008$$
An observation:
$$y_{n+1} = y_n - \frac{f(y_n)}{f'(y_n)}$$
where $f(y) = ye^y$.
This is a Newton Raphson recurrence and techniques used there should be applicable here.