[Update: Apple released security patch notes for this update on Thursday evening detailing the two holes this update patched. Check out our full coverage for more information. - Editor]
Apple released two security updates Thursday for Yosemite—one for "early 2015 Mac," whatever that is—and one for the rest of Yosemite users. The patch notes for both updates say that are "recommended for all users and improves the security of OS X," but as of this writing we have no info on what it actually contains or fixes.
The patch notes, such as they are:
Security Update 2015-002 is recommended for all users and improves the security of OS X.
For detailed information about the security content of this update, please visit: http://support.apple.com/kb/HT1222
See http://support.apple.com/kb/HT5044 article for details on how to verify the authenticity of this download.
The security URL linked to by Apple has not yet been updated with either of these updates. The "early 2015 Mac" most likely refers to MacBook, MacBook Air, and MacBook Pro models that were released on March 9th, but the wording in the name of the update does not follow either the rules of grammar or Apple's usual nomenclature.
You can download the updates from the Mac App Store under Updates, or you can use the following URLs to download the standalone installer.