Wield a weapon. You are assumed to be only carrying items when you first get them, not actively using them. Only certain items (like sword, Dagger, etc.) can be wielded. Unfortunately, not every class may wield all weapons. When you aren't able to wield a weapon, either due to class limits or other restrictions, you'll be told as such.
To wield a weapon, you need to have a certain amount of strength. The required strength depends on the weight of the weapon, and is calculated by taking the weight of the weapon, subtracting 1, and multiplying the result by 10. For example, to wield a weapon that weighs 7, you need to have 60 strength or more. To wield a weapon that weighs 5, you need a strength of 40 or more.
Offwield weapons require twice the strength.