ok 1. you should use archer since u are already a knight and have to be face to face to attack most of the time.
2.to get more inventory space u can buy pack expander from fate shop for 175 crystal or u can also do 30 Guild contribution and exchange for vault expander. There is also a quest around lv 20 i think where u get pack expander. also when u lv u can get it from uber lv pack.
3.no there arent any npcs that can store ur things.
4.u can get wings from doing ur dungeons, each boss should drop 1-4 depending ur level difference from that dungeon. U can also buy wings at shops in starglade.
I hope this helped