This page of our Assassin's Creed Valhalla River Raids guide explains how to find the River Raid Keys and what they are used for.
As in the case of a basic gameplay. The chests can be found inside buildings. They will be secured with special padlocks that even a Viking with heavy weapons cannot destroy.
Once you approach such a chest, you will receive a message that you cannot access it without a special key.
Finding the key
Looking for a key can be hard and monotonous. It's a good idea to use Odin's Sight for this - if there's a key in the area, a white icon will appear to attract your attention.
You cannot summon a raven in raiding areas. If you want to find out more, take a look at Raven - why can't I use it?
The key is usually found near the chest, e.g. in the same building but on a different floor.
The chests contain raw materials that will help you develop your Viking, such as leather and iron.