A message (which I didn't read to the end) said that a storage was placed down with all my stuff in it. I can't find it. When I spawned I looked around but I couldn't find it. Where the hell is that thing? Normally this wouldn't be a problem but I had a LOT of stuff on me (I was about to start building a station). Please help.
Open your inventory. Inside you will see what looks like a box. Right click on that and sort through the materials. That is the overflow block storage item, a meta item which stores all your extra blocks if you were carrying more than your capacity allows. You can also click 'get all' and pick up all the materials immediately, however this will likely make you go into overflow again, which means next time you log off, will create another block storage item.
To solve this, get a cargo ship, put the block storage item there, in the cargo storage (which you connected with cargo modules to have higher capacity), and offload it there. That way you will have all your blocks, no overflow, and you can build straight from the cargo.