You probably forgot to pick that key up on level 1. Try backtracking 2 hours to look for it. In case you can’t find it, it’s clear and shaped like water.

Hmm, looks like you have part of the HUD disabled. I can’t see health, ammo, special meter, toolbar, hunger meter, status effects bar, on-screen buttons guide, video tutorials that pause the game, adaptive crosshair, radio communication popup with the character’s face and subtitles, enemy health bars, damage numbers, or blood splatter across the screen indicating damage. Try turning on some of these necessary features.

Day 9 has an interesting rant on this “yellow paint conspiracy” if you’re interested.