How do I hoard items effectively?

There are four main things that help in hording items: getting a bag of holding, keeping a stash, travel improvements, and value assessment.

Bag of Holding

These can be purchased in tool shops and other stores, can sometimes be found lying around in the Gnomish Mines, and there's a 50% chance you'll get one at the end of the Sokoban levels. Refer to this map for reaching the Mines and Sokoban, but simply put they're fairly early. The earlier you get one, the easier everything becomes.

The bag of holding is a container, which automatically expands your carrying capacity. Unlike your inventory which is limited by the number of letters in the alphabet, an infinite number of items can be stored in a container. Of course, an infinite item quantity is an infinite weight, which is where the second benefit comes in that a bag of holding reduces the weight of its contents. An uncursed bag of holding reduces the weight of items by 1/2, while a blessed one reduces the weight by a whopping 3/4!

Bags of holding make it a lot easier to both carry all the essentials you need to survive in the dungeon, as well as traffick heavy goods across long distances. Hope to get one as early as possible. However, there are some dangers involved with what you put into a bag of holding: read up on them here.

Keeping a Stash

It's indeed unreasonable to try and carry everything you can. So what is important is to have a place to safely store your stuff. Keeping a stash often is tasked with a few points.

1. Scare monsters away - monsters that might pick up your stash items can be scared away by either dropping a scroll of scare monster on the stash, or by engraving "Elbereth" onto the ground. Ideally Elbereth written permanently via a wand of fire or wand of lightning. (Since 3.6.0 though, Elbereth only works on the square you are standing on, not on stashes.) So use one of these, or hostiles can do things like pick up and use your weapons, wands, potions, etc, or more dangerously gelatinous cubes can eat all your stuff.
2. Use a container - Not every monster respects Elbereth, and the majority of creatures that don't happen to be the kind that pick stuff up. Storing it in a container prevents these creatures from accessing your stuff. Pick something like the many chests you see lying around. Just be warned that most containers are of an organic material which gelatinous cubes will eat, destroying everything inside - so don't forget Elbereth!
3. Keep in a safe place - Elbereth and containers only protects against creatures themselves, not stray bolts of energy. You want the stash to be in a place that will ideally see no monster activity, or not be in danger of damage. Many people pick the first level of Sokoban, as its monster spawn rate is very low (and the Eye of Aethiopica artifact provides a very quick warp to Sokoban when Invoked). An alternative method is to store your stash in a one-tile room behind a locked door. Also consider using boulders, which block most monsters from accessing it.
4. Keep easy access - Don't create a stash in a remote place if you can avoid it. Instead, try to stash it as close to stairs while still being out of the way of combat. Combine this with mining short-cuts through levels if you have a pick axe or mattock, and it'll be a lot quicker to return to the stash once you have better identification methods.

These are the main points of stashing. All it needs to do is hold onto items and keep them safe.

Travel Improvements

Keeping a stash is worthless if you can't use it! You need to have better methods of travel across the levels. This isn't really limited to hording items, but it's something I can cover as a relevant tangent. Just consider 3 commonly accessible methods of easing your travels (I'm not going to cover the Eye of Aethiopica since it's rather specialized and already covered up above).

• Level Teleportation - One of the best methods to reduce travel time is level teleportation. The easiest method is by reading a cursed scroll of teleportation. Combined with teleport control in some fashion, this lets you very quickly reach the level that your stash is from, and then return to where you need to be. Very risky without teleport control, however.
• Teleportation - Standard ease of travel when moving across a single floor. It can also speed up actually reaching your stash, and then returning to the stairs. Not as risky without teleport control, but can be more annoying and time-consuming.
• Digging - Pick up a pick axe or dwarvish mattock, and just start taking out walls. Convert as many floors to a straight line path from stair-to-stair. The less corridors you have to navigate, the less resources spent. While digging holes to fall is an option, do note that where you actually drop is random so building a complex "down elevator" doesn't quite work as well as it may seem in theory.

Value Assessment

The final point to knowing how to effectively horde items is knowing what to horde. Equipment, such as weapons and armour, are often useless to keep. They sell pitifully compared to their weight, and you rarely need to keep any equipment that isn't immediately useful to you. Also try to figure out the usefulness of items by unconventional means. Reduce not just how much you have to carry, but how much you need to stash as well.

And finally, consider carrying no more than one copy of heavy items like potions when unidentified. Identifying one serves to identify them all, and simply rely on one or more stashes to keep the extras.

There is the concept of a stash in nethack. However, it's not an official thing, but you basically have to set it all up yourself.

Here's a basic rundown:

• find a wand of fire or lightning to engrave a permanent Elbereth
• get a chest to place there and use as your stash

A closed chest with a permanent Elbereth will keep your stuff safe from almost everything (there are a few cases, in which it might not be enough though).

With respect to your problematic points above:

• keep unidentified items in the stash. you can later pick them up and sell them, throw them away, or find some good use for them.
• you don't really need to sell anything. there's enough gold around without having to sell anything.
• read up on the wiki about so-called level-teleports. they allow you to instantly travel dozens of levels right to your stash (if placed in a suitable level).

Finally, don't forget to get to the top of the Sokoban level. There's a good chance you'll find a bag of holding there. Everything placed in that bag only has a small part of its normal weight, which means you can carry a lot more items around before becoming overburdened.