You aren't but there are only a few specific "free" storage locations, those being the handful of abandoned stations in the core worlds and your colonies.
There's also the station at Sentinel, if I recall correctly, though that's often not in a particularly useful location.
Also, it doesn't really matter that there's only a handful of "free" storage locations; checking a menu to see what I have and where I left it would be significantly more convenient than running over to each of the abandoned stations in turn.
Please add an obvious way to locate where I have stuff stored. Am I missing something in the intel tab? I have noticed the "spending money on storing ships icon" but not when it's in a free location like an abandoned station.
The tool-tip that comes up when you hover your cursor over one of your colonies in the Comman
d > Colonies tab has sections for "Resources and Items in Storage and Stockpile" and "Ships in Storage." It's not perfect and it doesn't cover the abandoned stations, but it might help if you're looking for something you left at one of your colonies.
Until such a time as a complete list of the junk you've left lying around is added to the game, I would suggest picking
one location and storing everything there if you frequently find yourself losing track of stuff that you actually care about - storage capacity at any given station or colony is practically unlimited, and past a fairly early stage of the game the cost of running across the Core, or even to an outlying Fringe colony, is pretty negligible.