Each storage account you create will have a primary and secondary key, which is ultimately used in the REST header for accessing tables, blobs, and queues. If you're using .NET, Java, PHP or any other language where you've found a library wrapping the REST API, you won't have to worry about constructing REST headers; instead, you'll just create a storage endpoint using your primary or secondary key.
Making this easier, the key can be stored in your configuration settings. Then, if you ever change your storage account (maybe one for development, one for production), it's a simple matter of changing your configuration settings instead of changing code.
FYI - these keys are created automatically when you create a new storage account. And... you may use either key, and invalidate / re-create either key at any time (which is great if, say, you share your secondary key with a 3rd-party service and then want to terminate your relationship with that service).
I'd suggest grabbing the Windows Azure Training Kit and trying out a few of the first exercises, as you'll see exactly how to reference a storage account this way.