Strange...... the place that you mentioned me where should i use the key, i already have been there. So maybe the key still stays in the inventory and i didn't notice????

Thanks for your help :)

The key opens the door to the Depraved Santuary (see the mark on the map in Gremlions link), a small side dungeon. Be aware that enemies here will probably be above your level at the moment and the dungeon boss can be quite hard.

If you have already been inside the Depraved Sanctuary, then you probably found another Strange Key (which can randomly drop
[url=http://grimdawn.wikia.com/wiki/A_Strange_Key_(Item)]at certain places in Act 1[/url]) before you got your current Strange Key from the NPC. If I am correct, you can hold on to this new key however and use it at the next difficulty to get access to the Depraved Santuary again.