The Wallet Keys are used to access the address from which you send the staking transaction. Your EGLD holdings leave this address and are deposited into a staking smart contract. Rewards are sent to this address, or maybe a different one of your choosing .
You can create a new Wallet Key at https://wallet.elrond.com. The resulting file(s) will have the default name
<wallet address>.json, for example:
You can rename the file to something easy to remember. You can retrieve the address from the file by editing it with a text editor. Open it and look for the
bech32 address, which always starts with