Are all materials used at some point or are there some I can sell without much thought?
All materials in Breath of the Wild can be used in some capacity.
Most are used in potions or food. In some cases, such as Gems, they are also used in upgrading armor.
There is in theory nothing that can be freely sold, but as you'll play you'll figure out what things you do use and what you don't (for example, if you always use Hotfoot Lizards to make Fireproof Elixers then you can sell the other materials that make Fireproof Elixers).