The type or namespace name 'Key' could not be found

In EF6, System.Data.Entity has been replaced with System.Data.Entity.Core. Make sure that you are no longer referencing any EF5 dlls and replace your using inclusion with

System.Data.Entity.Core

In addition, [Key] comes from the

System.ComponentModel.DataAnnotations

namespace. If you have it included in the using statements for your class, it should compile.