Oh, I didn't know that. So that's why keys in trade section are not guarantee? I was wonder if it is possible to trade keys of game I already have that I won in challenges here, but in this case it could happen that those keys are used without I know it.
If the message you get when activating a key is:
"The product code you've entered has already been activated by a different Steam account. This code cannot be used again. Please contact the retailer or online seller where the code was purchased for assistance."
Then you've been unlucky and the key is already used by someone else.
If you already have the game, and Steam tells you something along the likes of "This Steam account already owns this product" then the key might likely still be valid. There is a guide in the forums showing how to find out what product it is.
If Steam tells you that the key requires activation of another product, then you won a DLC, and either you buy the game the DLC is for, or you sell/trade/giveaway the DLC.