Jesus was born into the House of David. The Key of David is about the physical lineage of Jesus Christ and the understanding that after Jesus Christ returns, He will rule the world from the throne of King David which is here on earth.
Luke 1:31-33
31 “And, behold, thou shalt conceive in thy womb, and bring forth a son, and shalt call his name Jesus.”
32 “He shall be great, and shall be called the Son of the Highest: and the Lord God shall give unto him the throne of his father David:”
33 “And he shall reign over the house of Jacob forever; and of his kingdom there shall be no end.”
Acts 2:29-30
29 “Men and brethren, let me freely speak unto you of the patriarch David, that he is both dead and buried, and his sepulchre is with us unto this day.”
30 “Therefore being a prophet, and knowing that God had sworn with an oath to him, that of the fruit of his loins, according to the flesh, he would raise up Christ to sit on his throne;”
The Lord established the throne of David forever.
II Samuel 7:12-16
12 “And when thy days be fulfilled, and thou shalt sleep with thy fathers, I will set up thy seed after thee, which shall proceed out of thy bowels, and I will establish his kingdom.”
13 “He shall build an house for my name, and I will stablish the throne of his kingdom for ever.”
14 “I will be his father, and he shall be my son. If he commit iniquity, I will chasten him with the rod of men, and with the stripes of the children of men:”
15 “But my mercy shall not depart away from him, as I took it from Saul, whom I put away before thee.”
16 “And thine house and thy kingdom shall be established for ever before thee: thy throne shall be established for ever.”
I Kings 2:45, “And king Solomon shall be blessed, and the throne of David shall be established before the Lord for ever.”
I Kings 8:25,”Therefore now, Lord God of Israel, keep with thy servant David my father that thou promisedst him, saying, There shall not fail thee a man in my sight to sit on the throne of Israel; so that thy children take heed to their way, that they walk before me as thou hast walked before me.”
I Kings 9:5, “Then I will establish the throne of thy kingdom upon Israel for ever, as I promised to David thy father, saying, There shall not fail thee a man upon the throne of Israel.”`
After Jesus returns the throne of David will be moved to Jerusalem.