There are 2 storage where your items go, the Mailbox and Items.
Gifts obtained from login bonuses, event prizes and the Pirates you get that exceeded the maximum number of what you can have will be stored in your Mailbox.
This can be found below your avatar and inside the sidebar menu beside the friend icon.
The Items is where all items that you get from the rewards on mission maps and special maps are automatically stored. The Items storage is categorized into 3 parts: Items, Wanted Posters and Blueprints.
You can find the Items storage on the lower left part of your screen above the Mission button.