Support gems: All these gems modify supportable PoE trade currency skills when equipped in a linked socket (one with a line drawn to some other socket). The support gem has to be harmonious with the stone in the linked socket in order to have an effect. As an example, a service gem that affects projectiles won't do anything to some linked melee attack gem. Ensure that your connected gems are compatible!
Equipped gems level up as you earn XP, getting ten percent of their base XP awarded from monster kills. Your character experiences an XP penalty when revisiting lower level regions, but that punishment does not apply to gems. Thus you can quickly level gems by replaying areas that are a few levels lower than your current level.
Every piece of loot you get takes up varying levels of room in your luggage compartment. To carry as many possible things at once, you have to move items around and squeeze things into the allotted spaces. Even after that, your bag is likely to fill up quickly if you pick up each and every item you encounter.
The trick, then, would be to ignore items that your character can not utilize or are of reduced value.
You can pretty much discount white items unless you're going to go back to town and have the space to spare for them. Rarer items are usually worth picking up and selling, even in the event that you have to hold onto buy poe exalted orbs them for a short time. And needless to say, any item that appears better than your existing gear is worth catching -- even in the event that you need to lose something else temporarily as you equip it.