PowerBlood: But I thought I would receive keys for steam.
Why on Earth would you think that? Did it say anywhere that GOG sold Steam keys? No, it didn't, because they don't. You really do need to check up on what you're actually buying before you buy it.
So what is it GOG actually sells, if not Steam keys? Well, they sell games. The way they provide the games to their customers is by providing DRM free installers for the customers to download, along with assorted bonus materials (avatars, wallpapers, soundtracks, making-of videos, etc.). Once you have downloaded the installer for a game, you can install and play it to your hearts content on any computer you own, without the need for an internet connection. For old games which do not run on modern OS'es out of the box anymore, GOG makes them compatible with modern systems in various ways. For instance, old DOS games are run through DOSBox (a DOS emulator) which is installed and configured along with the game, so you don't have to fiddle with it yourself.
Apart from that, GOG provides some of the best customer service in the industry, and has the best community I have ever seen.
Now, if you have only ever used Steam for playing games (I suppose some people do that), I can understand that you may be slightly confused and/or disappointed that you can't do that with GOG games. However, if you give GOG a chance, you may find that the GOG experience is one you actually enjoy. When you signed up, you should have had a number of free games added to your account. Try them out, use them to find out how GOG works as a digital distributor. If it turns out you like the way they do things, come back for more. Otherwise, chalk it up to experience. Given your stated expectation of having to go through Steam to play your games, I assume you're not here because you prefer your games without DRM. Given that, you have plenty of other distributors to choose from, many of which will happily sell you Steam keys.