Path of Exile can be a bit overwhelming when it comes to items. A general rule I like to follow is if I am going to pick up blue items, I only pick up those that don't take a lot of space. For example, 1 handed weapons are fine, so are the 4 square equipment pieces.
If you sell unidentified items, you will mostly get shards for orbs, some unided items will sell for wisdom scroll pieces as well. Note that you shouldn't really ID blue items that you know for sure you won't use. Instead, you should only ID yellow (rare) and unique (orange) items, as those will be the most useful.