There was question posted in user voice about Yammer message multiline (new lines) support for the messages: http://nintex.uservoice.com/forums/218291-3-nintex-workflow-for-office-365/suggestions/5711717-allow-carriage-returns-new-lines-in-yammer-message
Here's a PDF of the solution
http://nintexdownload.com/ProductManagement/Yammer%20multiline%20message.pdf