Originally Posted by Xpecial
When you go into the Cave, it should be the first NPC to your right.
He had already answered your question
When u enter the stage, you need to talk to the npc there to trade your stones for a sealed box that contains a yeti cave key. Then you open that box to get the key, after that, you can go pass the gate inside the yeti cave.
To enter the Yeti cave stage itself, you do not need a key, it is just that if you want to go pass the gate inside the stage and actually complete the stage that you need the key. I hope that clears it up for you.