Is it necessary to enter into a state of Ihram from the plane and head directly to Makkah to perform Umrah, or is it better to delay until the following day and enter into Ihram from the Miqat of Yalamlam?

You must enter the state of Ihram when you are parallel to the Miqat by air before landing in Jeddah. If you stay in Jeddah, there is no harm in remaining in your state of Ihram, then going directly to Makkah to perform Umrah. You are not required to go to Yalamlam or any other Miqat.