The White Tower

Try putting your key on a cord so you can wear it as a necklace. It was annoying but kept me from getting locked out my first semester.

Gonna second Ruslan's suggestion. I had my room key on a "dog tag" chain for a while until I got accustomed to carrying it. I also eventually got to where I put my keys on a distinctive keychain that I kept in a bowl by the door. Any time I left my room, my keys came with me. When I came back to my room, into the bowl they went. I still use a version of that today, many years later.