A key does nothing

Check the binding, check for a text box, and check whether a window has the keyboard.

Open Controls from the Esc menu and check the action is bound for this character; bindings are per character. See Rebinding keys.
A focused text box (chat, a search field, a name field) takes every key until you press Enter or Esc.
While a window is open, only window keys work. Close it with Esc.
Where this manual shows a key as unbound, that action has no key at all: bind one.