D.S.
I just went to Disney world in May. No you dont have to have a key you just have to have tickets. If you stay at one of the Resorts all your tickets and meal plans are on your room Key so when you check out your key is a souvieneir becaause it has your name on it. We went to the park right after we checked out of the hotel and they keep your bags until you return. But check all of this with your resort. Have fun and take comfortable shoes.