I have a problem with this quest, I already picked up the golden key on the boat and a skull in a cave, I went to open the coffin but nothing happened, did it bug or what else do I have to do?

It may have given it to you and not said anything, you need the hat, the gun and the undeads skull (not to be confused with the artifact skulls) , if I recall the coffin has the skull, its not a normal 'item' so doesnt go into your inventory but gets shown in the quest log area.