Just found out that it doesn't work if you are encoumbered. You can get in the waggon but the driver keeps telling you that he is waiting.

Wait, what? I can't ride in a horse drawn cart when I'm over encumbered? That makes absolutely no sense. The cart leading into Helgen had more weight in it with all those people in it than what I'm carrying. This explains so much now. How incredibly stupid. The CK can't get released fast enough, cause that is getting changed.