Dream Keys are magical objects and the rarest artifacts in Dreamland. They hold great powers and are known to be able to change Dreamland destiny. We do not know exactly how many they are or what is really the extend of their true power. Actually, four Dream keys were officially presented in the manga and two others were officially named. In volume six, six dream keys were confirmined. The origins of the dream keys are unknown.
This big cross shaped Dream Key allows it's wielder to stay in Dreamland permanently even after they die. The current wielder of Eternia is Carl Gustav Jung.
Fatal is a little sword shaped Dream Key who can cut anything in Dreamland. Although the sword is small in appearance, it can cut to phenomenal range. The damage dealt to a traveler are permanent and can not be healed. The current wielder of Fatal is Ado, a mysterious young traveler.
Ultima is a star shaped dream key that can greatly enhance a traveler's dream power. Ultima was once protected by a clan of warriors that looked like demons, but only two survivors of this clan remain. Ultima is kept inside one of them.
In the volume 6, a secret was hidden on the 1000th page. 6 Dream keys names were revealed. Ethernya, Fatal, Ultima, Methorya, Luna and Memorya. Although not officially confirmed, Luna seems to be in Knuckle possession.
On a side note, in chapter 1 Methorya appears to be located in the Kingdom of Doubts. The name of the Key wasn't mentioned but there is only one key left if Luna is really in Knuckle's possesion. Based on it's name, location, and how worried the people in the Kingdom of doubts were about it's safety, there is a possibility that Methorya may be in this Kingdom.
Diego Monkey was a confirmed weilder of the book-like dream key Memorya.