The translation, “I like yellow books” should probably be “I like mystery books”;
Here is the explanation for why yellow stands for mystery books:
The term giallo (“yellow”) derives from a series of crime-mystery pulp novels entitled Il Giallo Mondadori (Mondadori Yellow), published by Mondadori from 1929 and taking its name from the trademark yellow cover background.
Agreed. It should be “I like mysteries.”
I think i libri gialli is generally used for crime, detective stories etc, as Bill says, whereas “misteriosi” has further meanings. The manager of “The most beautiful bookshop in the world” in Venice would always show me where to find “I gialli” 
I just picked up a few in Rome…
Me, too. “Commissario Incantalupo”. Not exactly world class literature, but good for us learners.