I'd say just drop the dagger, and as Deon says if you happen to have a lair that's been cleaned out then those make a great place to stash all your extra money and other crap.
If I were starting as at outsider I would probably do one of the following:
1) Get a civ pissed off at me and just take stuff off of a sleeping soldier in a fort or something (using wrestling/disarming), wear all the stuff, go to another civ, and trade the junk clothing for a backpack.
or
2) Get soldier companions, who don't seem to care if they're following around a naked guy with a spear and a knife, lead them into a night creature lair or some other lair with something that isn't too hard to kill, let them do all the fighting while I throw rocks or something, hope they kill it and that one of them dies in the process, then take the stuff and sell some of it for a backpack. If both die, or it looks like the second one will, loot the corpse of the first guy to die while the second one holds off the creature for you then split, or help him kill the creature if you're feeling generous.
To help with technique 2, you can always start out as a social genius naked guy with a spear which will allow you to get more than two followers, and this isn't really that much of a sacrifice in terms of stat points because all of the important stats can be powerleveled to superhuman levels without too much trouble.