1) Sell the gemstones - they have no other value in the game.
2) Spider eggs are only for warlock ascension and use in the Serpent Temple for nectar.
3) Keep the keys until you completely finish the dungeon where you got them. Some players have dropped the Gold key from the Crypt or various keys from the Temple or Castle early and couldn't complete quests or dungeons. Books are usually useful (especially Tomes) later in the game.
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Rick
Beginner's Help, Hints & Walk-Throughs at
The WWHAP