I am at Solstheim for the Dragonborn DLC and I want to go back to
Skyrim. The problem is that I don't have enough money to go back and
Once you reach Solstheim for the first time, you'll get fast travel points unlocked on both the Solstheim and Skyrim world maps. They're roughly in the lower left and upper right corners, respectively. Using these lets you fast travel as normal between the two continents; it costs no money, so your lack of funds should not be an issue.
I have many items on Solstheim that I would like to take back to
What is the best way to travel with all the items?
I am trying to travel to Skyrim with all the items, but it doesn't let
me do that. Any way to avoid this?
Fast travel as above is subject to the usual restrictions about being overburdened (i.e., you can't do it when you're carrying too much). If you're having trouble with the game "not letting you" bring all your items back to Skyrim at once because you're overburdened, either store some in a safe container and bring them over in batches, or drink a few potions that increase your carry weight beforehand, or get on a horse. Additional notes on various other ways to circumvent carry weight limits can be found at UESPWiki.