I think it sounds like an interesting idea if it is balanced properly and gold can be stored somewhere else. I was always wondering how my character could carry more than 100 000 gold coins in DD. ^^
You could also include some money-weight-related quests into the game. Maybe something like an Ali-Baba quest: Someone offers to tell you a magical word which opens a treasure cave where you can take as much gold as you can carry. Of course, this person wants to have the most part of the money (for sharing the magical word with you) but you can retain X % of the gold you bring back. The problem is that on the way back you have to face 40 thieves whom the gold in the cave belongs to. So you must make a decision whether to leave almost everything behind to be able to take as much gold as possible from the cave (but then loose the fight against 40 thieves) or to take enough healing potions/weapons/armours into the cave to win the fight (but then not be able to collect much gold from the cave)
