I experienced some of the "Ghost Cargo" bug.
Basically, there were some pieces of cargo that were glitched. Pick it up, and it immediately ejects. I didn't know what was going on, and wondered if I was accidentally hitting some button to eject it. I eventually gave up after several tries.
When I went and sold it, it appeared to alternate between the two different types of cargo that I was carrying, and it seemed to do that an equal number of times to when I picked up the cargo that I ejected.
I was in a Viper at the time, so even with the glitch, I didn't make much from it. In fact, I pretty much broke even on the run, since I accidentally flew into a policed station before realizing that I hadn't sold my cargo yet.
I also had a bunch of disconnects, but I think that was just my connection to the internet.
As for what is actually profitable, I switched to the Eagle as soon as I could, then mostly did combat missions and bounty hunting. If cargo was dropped, or found something interesting in an unidentified signal, I'd pick it up and take it to an anarchy station.
I do wish that exploration gave more credits, because even with a detailed surface scanner, it wasn't very profitable.