this is totally possible and well documented. Called carotenemia, it is usually associated with carrots but sweet potatoes and squashes also contain plenty of the orange/yellow-creating pigment beta-carotene. http://en.wikipedia.org/wiki/Carotenosis
It seems there have never been documented vitamin A overdoses from beta-carotene foods (the body just stops converting the stuff) but I'd double check your multivitamins and make sure you're not overdoing it from that aspect, as vitamin-A overdose is serious.
As long as you don't mind being orange, I can't find anything that says there are any adverse effects to the yellow/orange skin effect.
Stereotypically, too much vitamin A - if you're getting it from veggies as beta-carotene, you don't have to worry (other than looking like a Jersey Shore cast member) - if you're taking vitamin A supplements or Accutane (an acne medication), that's another matter, and could be early vitamin A toxicity.
If you notice orange around your hands from eating the sweet potatoes you might be hypothyroid. Carotene is highly unsaturated and can be anti thyroid consumed in large amounts especially if you can't convert it.
Hepatitis and/or cirrhosis are always possible explanations for orange or yellow skin. Diagnosed with blood tests.
Disclaimer: All matters regarding your health require supervision by a personal physician or other appropriate health professional familiar with your current health status. Always consult your personal physician before making any dietary or exercise changes.
While I've always been more sallow than pasty white, I've still always been a pale blue-eyed blonde. I noticed I had much tanner skin soon after I started paleo (even on areas that never see the sun), and I also tan more easily and darker when I do get some sun. It's mostly noticeable in pictures with my pale friends, and was brought home to me recently when my sister and her fiance visited me, and I realized my skin tone and color was closer to his than hers (he is half black and light-skinned, we are English/Scottish - but she is so white!)
And I don't eat many orange foods or supp. retinol, though I get a lot in my diet. Not sure what's going on but I feel great.