Finding the mysterious key and deciding to search for the lock it goes with.
All the planning and traveling Oskar did to meet all of the interesting people named Black, learning more about his grandmother and the man who turns out to be his grandfather.
Oskar figures out that the key belonds to William Black's dead father's safety deposit box. The bad this is that it had no meaning to Oskar and it did not help answer any questions.
Since Oskar was not satisfied and had to invent closure, he created a fantasy world in which he and his father were safe. Oskar creates a place like the Sixt Borough in which his Dad is still alive and his final words are "We would have been safe".