Well I found a very annoying bug. If you are encumbered and try to leave Solstheim to get to Skyrim, the captain will accept your coin, and the screen will fade like if you were zoning to Skyrim. But you will remain on Solstheim, the gold will be taken and you aren't in Skyrim.
On a further note, I've noticed if you are encumbered and try to use the carriages to get to other cities like Riften to Whiterun, you can't use them until you aren't encumbered.