To make sure you understand it. If it says "This key/game has already been claimed by another account"(not sure exact error), then you won the "I didn't get even crap" lottery(with highly improved odds.), discard key. If it says "This game is already in your account" it can mean one of two things.
1. If you have never tried the key before, you have a spare game key you can give the game away with how ever you please. You can know what game it's for if you do it within the Steam client because Steam will offer to install it. (not sure what happens if already installed)
2. If you already used this key and forgot or lost track, it's a used (by you) key, you just don't know it. The error is the same either way. So be carefully organized when claiming keys, I middle click the key button so it loads in a new tab and thoroughly deal with each key as I claim it.
If you mess up and really need to know which it is, you can determine when you got a game key by opening the screen for game support, it will tell you there when you added the game to your library.