Daikokuten is shown with a bag slung over his shoulder is because according to the legend of Inaba no Shirousagi--which marks the god's first appearance in Japanese mythology--Okuninushi no mikoto would carry a bag filled with the personal items of the yasogami (lit. "eighty gods", meaning a large group of deities).
袋を背負っているのは、大国主が日本神話で最初に登場する因幡の白兎の説話において、八十神たちの荷物を入れた袋を持っていたためである。