What kind of shelf I can do with some pallets and a racks?

Well, a hammer and nails might be a good way to construct some shelving with that stuff.

I have used concrete blocks and pallets to make shelves in the store room of the print shop to stack paper, envelopes and such inventory waiting to be printed on. Probably nothing to code, but it worked.

Can't imagine there are codes to worry about in Romania.

I do know they built a staircase out of wooden pallets in the Ghost House in Oakland... it went terribly wrong when a fire started on the first floor, and 30 something people burned to death upstairs when the pallet staircase burst into flames and prevented escape.

Sorry to be a downer...don't let that stop your creativity.

 

Some pallets are made of extremely hard wood.
You may have trouble removing nails, sometimes it's better to cut them apart with a reciprocating saw.

Also when reassembling you may need to pre drill pilot holes before using screws or nails.

Look on the net, there are lots of ideas for pallet use.
50 of the Most Creative Pallet Furniture Design Ideas