First, short stories are generally about one protagonist attempting to accomplish one goal. The protag may have a whole bunch of other goals, and his or her world might be filled with lots of other interesting characters who have protagonist potential. Save those for the novel or for other shorts in the same world. While not always the case, the goal of the story is usually a fairly simple one: solve the murder, get the girl, save the princess, avoid the Man, win the battle (not the war), escape the jail/ship/world, steal the money, etc. These sound simplistic and, of course, have all been done before. But, lets face it, its the kind of stuff we love to read about so long as it is well written.
Second, be careful of your pacing. Short story writers don't have the luxury of taking too much time with plotting or worldbuilding. They need to get in and out. (This is especially true of online venues, where longer stories don't work as well.) One way to get a feel for this pacing is to read lots of short stories. If all you read are novels, it will be hard to write at a short story pace. Then, when it comes time to write your story, keep an eye on the word count. If you are just "warming up" and you are already at 2000 words, the pacing is probably two slow. When you finish your story, do at least one (and preferably several) edits aimed at cutting the fat from your story. Can you slice off 1000 words? More?
If you keep practicing using the techniques above, you will eventually be able to write in "short story mode" and "novel mode" so you can sell both!