Full bag issue - New starter

Always bring a salvage kit or two when leaving town. Sell everything you don't know you need when in town. Only bring your weapons, salvage kits, and quest items for active quests when leaving town.

Yeah it is the biggest thing to learn, you'll want to right now get a belt pouch, and basically bring along a salvage kit, identification kit, another salvage kit, and quite a bit later on, expert salvage kit. That is in the order of, when you can afford them just to note (hence the two salvage kits in different places), as you'll want to work towards salvaging whatever you can, but precious items are great to sell at that level when you are able to identify them, and the amount of salvages you'll require will drain a single kit, at least over two consecutive runs so I'll always bring a second.

Most of us fill up our bags as well, just learn what sells best, mostly better weapons with upgrades or stacks of materials if you don't need them (especially to people, though many seem quite able to gather their own), or what salvages into useful items.