Just starting the game and I'm still in Whiterun, but I've got a load of stuff I can't seem to sell any where. Some of it's junk and probably good balance (I have a load of books that I guess I need to just dump) but some of it (i.e. silver sings and gems) I would think should be sellable.

Do I need to sell in a different city from where I stole it? Or is it just that there is limited opportunity to sell in Whiterun? Will this all get easier once I get to Winterhold (I think that's the next city on my route, as thieving is just a sideline for my wizard to be).

TIA

If you have stolen stuff you either need to:
a. join the thieves guild, their fences buy stolen gear or
b. take perks in Speech so that you eventually get the "fence" perk and can sell stolen items to shopkeepers you have invested in

Thanks for the quick reply.

Is Riften the easiest location to join the Thieves Guild at the beginning of the game?

It's the ONLY location to join the Theives Guild.

Yeah, join the Guild. You won't regret it.

One more noob question:

I had the intent to train for every single level, in order to max out skill levels, but to my surprise, when I leveled up I had 3 levels accumulated, so now I've lost the opportunity to train for two of those levels.

I got this idea from playing Oblivion (which I never played a whole lot of) - is it overkill / absurd to squeeze in skill training for every single level from level 5 on?

I don't do a lot of training. It's expensive. Learn from experience, that's my motto.

I'm not sure if I'm stating the obvious, but the way levelling works in Skyrim is that you gain XP whenever you skill up, and not under any other circumstances. This means you can't 'squeeze in' more skill training per level; if you buy more skill training, then you level faster. But there's acutally very little advantage in levelling quickly, as it just makes your opponents tougher. I only buy skill ups in two circumstances: (i) to push my next level to access a perk I want and (ii) to get my skill in a particular talent high enough to take the perk.