The ground is frozen so deep that it reaches up to touch his feet, so he takes a break to warm himself by the wood on the wayside. He starts to build a nest, and to his surprise, he finds a key.
It’s a key gilded in gold, but even if it weren’t, it would still be worth more than the treasure it unlocks. (He knows, not because he has many keys, but because he still doesn’t know what ‘treasure’ looks like.) So he looks around for the lock that belongs with the key, and finds it, and finds that he was right: the mystery is more exciting than the result can ever be.