It takes a while, and some planning. In the beginning, cart back every single piece of everything you can find in a dungeon. I tend to backtrack when I get close to my weight limits and leave it in a pile outside the front door, then go back in. This lets me retrieve the rest later. As you reach higher levels, that isn't as important, but in the beginning it can be very tough to keep any amount of gold on you.
When you get back, try to plan your gold so you can buy a few iron/steel ingots and improve everything worthwhile, before you sell it. Daggers may only rise a couple of gold when they're improved, but something like steel or elven armor will change considerably. If you're going the heavy route, take the Dwarven armor perk and raid a few Dwemer dungeons. Bring back all the Dwarven metal you can, and smelt it down into ingots, then make bows...lots of bows. Remember to save enough ingots to improve your bows so they sell for more. Take a follower, who can carry a lot of gear as well, and always keep a potion of strength on hand. If you're role playing and don't fast-travel, leaving your stuff near a discovered location will still make it easier to come back and find later. If you're close enough to a hold capital, leaving it somewhere nearby allows you to take a carriage to the capital and then a short walk to find the rest of your gear.
Look for boots of brawn or things that change your carry capacity as well. As someone else said, disenchant as many unique items as you can, but if you have a helmet worth 500 and a sword worth 300 with the same enchantment, sell the more expensive one and disenchant the cheaper one. Once you know the secret, especially with things like smithing, you can enchant four pieces of gear, so you get quadruple the smithing bonus. Don't be alarmed if you disenchant a 20% smithing item and can only enchant 12%, because doing it four times gives you 48. On top of that, drink a blacksmith's potion before doing your improvements, for better results. (I do this for carried weapons/armor, not just for sale stuff)
As soon as you can get a soul trap item, you're off to market. Empty soul gems are considerably less cost than full, and you can fill them pretty quickly. Sneak and the backstab perk help a lot with this, because you get quicker kills with your soul trap. For arms/armor, I wound up buying grand soul gems because I was too low/weak to kill anything with a grand soul quick enough to fill the gem. That will change as you get stronger, and your enchanting skill will be better. You'll kill more quickly and have more time on your soul trap enchantments.
If you find muffle or water breathing gear, immediately disenchant them. They are hard to come by and easy to lose or accidentally sell (resulting in a controller through the nearest window). Muffle is muffle, so even with a petty soul gem, the enchantment is the same. It allows you to retain the secret, even if you lose that one piece of gear. It also allows you to enchant a lot of items cheaply, because petty gems are easy to get. Enchanting your boots with muffle also helps with your sneak, which helps you fill more gems, etc.
Drunken Mage has the transmute spell. If you find that, you're on easy street. You can buy ore for a few gold, transmute it, and crank out jewelry like nobody's business. Keep your found gems on hand, and try to make a little silver too, and you can make some pretty high dollar jewelry.
If you haven't bought a house yet, go and discover the Alchemist's shack. There's a safe storage point in the night stand, and you have a bed and alchemy lab available to you. It's SE of Ivarstead.