The titles of poems are always curious little buggers, and in this case, the title appears in line 13 of the poem. So does the speaker have a stutter or is he running out of ways to sound poetic?
Neither, actually. "Yet Do I Marvel" is like the calling card of the whole poem. "Marveling" is the source of the speaker's inspiration. His wonderment about God leads him to wonder how God could "make a poet black," and yet, this uncertainty about life is what makes up the poem. It's like asking the question is the answer, in a way, and the speaker wants to make sure that's loud and clear.
One of the great things about this poem is that it doesn't really offer a "solution" to the speaker's problem. He's just sitting at his desk, writing, thinking, singing away in his sonnet, right? The poem tracks the speaker's thought process. So as he considers the paradox of a good God that allows harm in the world, the poem becomes that process of inquiring into the mind of God.
The best part about this is that while the speaker is trying to figure out this conundrum (why God would make a poet black during a time when America wasn't listening to black poets), he ends up writing a beautiful sonnet. It's like he's singing a song to God and the lyrics are, "why did you make me into someone who must sing (and boy, can I sing)?" The question becomes the song, and that's just downright marvelous.
Yet Another Shout Out
And no, the speaker wasn't running out of poemy things to say in his sonnet. In fact, he's busting out his sonnet titling skills to the max. He may have titled his poem with a phrase from the poem because throughout the history of sonnets, many superstars have titled their sonnets after a line in the poem.
Or rather, a lot of sonnets were numbered or left untitled (Shakespeare, Elizabeth Browning, we're looking at you) and are referenced by a line from the poem. So this sonnet could be nodding to the greats. It's sort of like saying, "See, they did it, and I'm going to do it, too." So not only is the title a reference to the poem's main theme, but it's part of the classic volta, or turn, which exists in all sonnets, and it's a nod to sonnet gods of the past. Now that's a loaded title.