Ok Skyrim Advice, so I got the skeleton Key?

Return it immediately. Yes, the avoidance of locked doors and chests is nice, but you don't get to level up your lockpicking skills, which in turns slows down your leveling up.

The easiest way to level up is to do activities that don't require active enemies to work, like illusion spells and alteration. You can also look for places where you can reach but a enemy can't. These are usually near giant camps and are great spots to practice conjurations, which require a enemy nearby to begin improving your skills, and destruction usage, as long as you let the enemy heal on occassion. To level sneaking, find a area again where the enemy can't reach you but is close by. Essentially you have to be in a combat situation to level up most active skills, but if you can isolate yourself and be patient, you'll level up pretty quickly. Just make sure you're leveling up some combat skills as well, so that you don't end up leveling up beyond your ability to fight the enemy.