What does it mean to play in a certain key?
If you play in a key, you have certain notes that make sense together. Sometimes you can take notes not from a key and those notes will spice it up but just beginning you may want to stay in a certain key.
How do you know what key you're in?
At the top of a well-written chart, you'll see a clef & a time signature, and in between them is a key signature—the number of sharps or flats tell you what key the song is in. If the last chord in the song gives you a sense of resolution, it's probably the I. The only diatonically occurring dominant chord is the V.