Have you been to the secret room in Riverwood inn? Opening it early via console doesn't break any quest and you'll have an empty chest at your disposal. If you don't mind cheating a little, that is.
delphines secret room is totally safe to store stuff, i use it all the time, as a matter of fact its a good place to live early in the game after she gives you the key...also there are a few of the wizards you can do things for fairly early on and get to use their bed and storage, like the wizard in riften, after you get some stuff for her, you can use her bed and chest to store stuff in..fendals house is safe also to store stuff in and there is a bed in the other house you get to use and i'm pretty sure there is a chest there too thats safe to store stuff in, but you have to follow the stormcloakc, rolaf i think his name is.