Thx oeconomist!
In fact, I intended to ask how to enable the debugging. Sorry for the typo :-)
I already figured out this option for wp-config.php.
After I turned this option to true, I saw a lot of debug-output from various plugins, but unfortunately no output from wpopenid (although it is enabled). Is there a way to distinguish openid-debug-messages from the messages of other plugins (e.g. a special prefix etc)?
I was hoping to find the cause why logging in with a Yahoo!-OpenID was not possible. Is the cause or detailed error-message for a failed login-attempt written to the debug-output?
I found out later -without debugging- that I had a lot of outdated certificates in my cURL-installation and my provider updated them for me. This fixed the problem.