If you want to stream video and not only record locally, you need a streaming service to stream with OBS. A streaming service is the website that contains the servers that actually distribute your stream to the viewers. You never stream directly to your viewers - nobody has the bandwidth for that. Instead, your OBS sends the stream to the server of a streaming service, and your viewers connect to your stream by retrieving it from the website of the streaming service.
So, in OBS you set the streaming service you want to choose. Popular streaming services are Twitch or Youtube. To use a streaming service, you have to sign up with them. Some are free, some want to get paid.
It's also possible to make your own streaming service. You need to install the required server software on some server you own. Then choose custom streaming server instead of public service in OBS and configure the server address. This is a very advanced topic. Usually, you want to use a public service.
The streamkey is kind of a authorization token that is used to authenticate your stream with the streaming service. Once you signed into some streaming service, you can retrieve your streamkey from some account profile page of the service.