Within the novel, From a Certain Point of View, it states that Yoda thought that he would be training Leia on Dagobah, whom he perceived to be their only hope.
However, within the Rebels episode, Twin Suns, it clearly states that Kenobi believes The Chosen One and their only hope to be Luke Skywalker instead of Anakin or Leia.
Maul: Why have you come to this place? Not simply to hide. Oh...you have a purpose here. Perhaps you are protecting something? No. Protecting someone.
Maul: Tell me...is it the Chosen One?
Kenobi: He is.
This is even supported within Return of the Jedi in an exchange between him and Luke:
Luke: I can't kill my own father.
Kenobi: Then the Emperor has already won. You were our only hope.
Luke: Yoda spoke of another.
Kenobi: The other he spoke of is your twin sister.
Kenobi and Yoda had differing opinions as to who their "hope" was. Kenobi believed it to be Luke while Yoda believed it to be Leia. This explains why Kenobi and Yoda would have this exchange in Empire; Yoda was reminding Kenobi that Luke wasn't the only Skywalker left, there was still Leia:
Kenobi: That boy is our last hope.
Yoda: No. There is another.
This would also explain why Yoda would tell Luke of his sister while Kenobi never mentioned it. Yoda wanted Leia to help Luke carry the Jedi legacy after his demise:
Yoda: Luke...when gone am I...the last of the Jedi you will be. Luke..the Force runs strong in your family...pass on what you have learned...Luke..there is another...Skywalker...
However, another explanation is that the "other" Yoda was referring to in Empire was Luke's original twin sister, Nellith (who was supposed to already be a Jedi that Luke would find in the next trilogy) instead of Leia. But then Return of the Jedi rolled around and George Lucas changed Luke's sister from being a different character called Nellith and made her instead Leia Skywalker-Organa, Luke's long-lost twin sister:
However, for the purposes of this article, Luke’s sister, “the other,” as Yoda foretold, became Princess Leia as George finally decided upon once the twelve part saga became truncated into just three movies. But just who was this “other” that George originally envisioned? To make a long story short, the other, Luke’s first sister, was supposed to be a woman named “Nellith.” Nellith Skywalker was supposed to be revealed on Dagobah in Episode V, NOT by Master Yoda but by the ghost of Anakin Skywalker according to a snippet of dialogue from the first draft of The Empire Strikes Back.
Nellith was originally intended to be explored in Episodes VII through IX as Kaminski tells us:
During the story conferences with Empire Strikes Back writer Leigh Brackett in late 1977, she and Lucas also came up with some ideas for future episodes. Namely, that Luke has a twin sister. She is revealed to have been going through Jedi training at the same time, and was hidden on the other side of the galaxy by their father so that if one was killed, the other could survive. She was discussed in the first draft of Empire Strikes Back, and named Nellith in an early copy of that draft, and was set to appear in a future episode after this intro, perhaps with the two Skywalker siblings teaming up to battle their father’s killer, Darth Vader. Their actual father, Anakin, appears to Luke on Dagobah as a spirit and inducts him into the Jedi way.
George Lucas, sick and tired of producing Star Wars, turned “Nellith” into Leia...