You get a tent when you use science skill on 10 bramin hides. Do that in an encounter anywhere on the world map and you'll get your own little place.
It's a stashing place for anything you care for, it's also the first step before buying a base with friends.
But sometimes it's hard for new players to gather these 10 hides, so a personal locker might be a good idea.
There are hotel rooms in town, but you need some caps.
edit ; oh and your stuff is safe in a tent, as long as you don't bring people you can't trust in it. It'll disappear if you don't visit it for 4 weeks, and if you have people tagging you at time of creation, they will see it on world map as well.