I've seen this message myself and yes my chest isn't totally full......but if one category (rings usually) is full, it will say that.....so I usually just move one that I won't be needing (maybe a low level crafting one that I have for jobs I hardly touch) into my inventory and then I can change to the new job no problem. I really wish they would give us more space now! (still wanting that gobbie bag quest thing to come back from 11)