I started out in Neriak with three containers:
- Yegek B'Larin in the warrior's guild (the arena-type area in the middle) gives you a (small?) bag if you say "Seloxia Punox sent me"
- Hekzin G`Zule in the rogue guild gives you a small bag if you say "I am interested in joining this house of rogues"
- Noxhil V`Sek in the necromancer guild gives you a tiny box (so almost nothing fits in it) if you say "Collecting fire beetle eyes?"
Once you hit level 8 though, you can grab a weight-reduction bag (6-slot small bag with 5% reduction) by doing the
Fire Goblin Runner quest.
Just try to remember that a small container is not going to fit anything larger than bone chips and spiderling silks.