Most music in the Western tradition is either in a major or a minor key (although many pieces will switch back and forth). A "key" might also be thought of as a "pitch collection" - the series of notes from which a composer will construct their piece. A more popular way of thinking of it is that major and minor represent different musical "moods" with major being associated with brightness or happiness and minor with darkness, volatility, or sadness.
A specific example? Beethoven's first three piano sonatas are in F Minor (No. 1), A Major (No. 2), and C Major (No. 3). But each of these sonatas has four movements, and individual movements may begin in different keys (the sonata's key as a whole is usually determined by the key of the first movement). For example, the second movement of the first piano sonata is actually in F Major.
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