I am stuck in the first 10 minutes of the game. I got the key from the corpse and am at the door trying to get out. I just keep getting the message that this door cannot be picked and I need a key. I HAVE a key but can't figure out how to use it on the door. I tried to equip it but then it says "this item cannot be equipped".

Can anyone help?

You're trying to open the wrong door. Try the door next to the dead goblin.

What door? The way you need to proceed is the rough plank door, next to the skeleton in the cave where the rats emerge from. You can't go through the door the others went through.