There are none in the loot list where you can't complete the game if you sell. But some of them shouldn't be sold if you want to get good weapons or armor. Such as:

*Arcana and High Arcana
*All the zodiac gems (Leo, Pisces...)
*Great Serpent Skin
*bottles

See the list of recipes on the Bazaar and decide which weapons /armor / accessory / ammo you want to have. Then keep those on the recipe