You have to unlock the talk event with Zorro at home, whereby he'll then let you sell the random items you find in other events to him.
You can read about the event, titled "Zorro Talks At Home d1 (Is There Any Way I Can Make Money?)", over here on the Player's House wiki page: https://summoned-by-accident.fandom.com/wiki/Player%27s_House#Events
In short, you'll need to try to buy something from Aero's Junk or try to get a membership at the Gym before the option with Zorro becomes available.
Alternatively, with the latest Patreon one month ahead update, you can get a job with Kuri, but that requires level 2 and getting past the first Main Story Quest in a specific way to unlock. It's far easier just to sell stuff to Zorro at the beginning.