Its easy to stockpile, but you’ll run out of space VERY quickly. Further, what was useful may not be useful now and what’s useful now may not be useful later. It can be easy to try to grab everything in sight and then return to town when your inventory is full; however, when you reach this point, try continuing to dive, even with a full inventory.
As your character progresses and you continue to dive you will find better classes of items. Don’t be afraid to toss the less valuable stuff to make room, so you can continue diving.
This is particularly important while diving. If you let a full inventory be a limiting factor, you won’t be able to get nearly as deep as if you are willing to discard items along the way.