What is a key?
In music, a key is a collection of notes that sound good together. That's it!
Ok, so there's a little more to it if you want to know why the notes sound good together, but for the sake of playing along with music all you need to know is that songs are written in a specific key. A key restricts the notes that are played, and as long as you play notes that are in the same key of the song, it usually sounds pretty good!
That reason is exactly why this site is here. Figure out what key your favorite song is in, or see if someone else already did by searching for it. Then jam away! Enjoy!