I am interested in proving the delta method, where we show that
$$\sqrt{n}(g(Y_n) - g(\theta)) \overset{\text{Dist}}{\to} \text{N}(0, \sigma^2 g'(\theta)^2).$$
We use Taylor expansion where $$g(Y_n) = g(\theta) + g'(\theta)(Y_n-\theta) + \text{Remainder}$$ By showing that $Y_n \to \theta$ in probability, we say that that $\text{Remainder} \to 0$. However, if $Y_n \to \theta$ in probability, shouldn't the first order term also go to zero? How are we able to set only the remainder to zero without setting other terms to zero?