Keys
Each level has a "key move limit". Complete a level without going above its limit to receive a key as a reward. They can be used to open Sully's loot crates occasionally. You do not have to get the key on your first run. If there is another collectible that requires you to use more moves than you have, get that collectible before completing the stage. When return to that stage, the collectible will be gone and you can now concentrate on getting the key.
Switches
When a level is first started there will be a lot of ojbects to take into account. Use Drake's journal. When you activate a switch or shoot a disc, symbols will appear on each mechanism involved. This allows you to track which switch does what action. During your first run through a level, activate everything and note the symbols. Discs work similarly to pressed switches, except they can be shot from a distance. Shooting a disc is not considered a turn. A disc must be in Drake's line of sight in order to be used.