Any helmet, a reinforced trenchcoat, reinforced t-shirt, reinforced cargo pants, reinforced socks and shoes, and reinforced undergarments are all you need to have good early-game armor, carrying capacity, and encumbrance . You end with 1 arm and 1 torso encumbrance, some head encumbrance, and sometimes some mouth and eye encumbrance, depending on what helmet you have. You can’t carry everything, but you can carry the all important knife, hammer, screwdriver, flashlight, lighter, water bottle, tiny amount of food, medicine, and possibly even a pot. Everything else can be crafted (even without a pot you can craft a pointy stick and drink a aluminium can of something, in order to get something with 1 cooking and 1 boiling capability), and your weapon can stay in your hands.
Other things are nice to keep at home, especially blankets to keep you warm at night. And as always, it is always safer to make multiple small trips, rather than filling two dufflebags full of stuff, and hoping you don’t get ambushed with 8 torso encumbrance. And if you are lucky, you might find some better equipment, so try to be flexible, and not treat this as gospel.