Normally a set of keys won't carry any electrical charge. If the keys aren't charged there won't be a transfer of charge to your capacitive detector and hence there won't be a voltage change and you won't be able to detect anything.
If, on the other hand, the keyholder has just shuffled across the carpet in a low humidity environment they could be carrying many kilovolts of charge and this would not bode well for your electronics.
You might be able to come up with some circuit that detected the capacitance of the human body but only if they were touching the metal keyring as they hung them up. If holding the plastic part of the key or wearing gloves, or had dry, dirty insulated hands then you wouldn't detect them either. If you did detect skin touch your next problem would be trying to figure out whether they had hung up the keys, removed them or hung them up and immediately removed them, etc.!
simulate this circuit – Schematic created using CircuitLab
Figure 1. Twin-hook keyring detector. New and improved version with static protection.
The circuit shown in Figure 1 will feed a 'high' to the GPIO pin on your micro. When a metallic keyring is attached the GPIO pin will be pulled low.
Obviously, you have a bit of work to do in designing the hook to be reliable, non-oxidising metal, etc., but it's got to be simpler and more reliable than capacitive sensing. I reckon that two parallel hooks about 10 mm apart on an insulating backboard should do the trick.
Place an insulating bridge between the open ends of the twin hook to prevent the keys being hung on one or other single hook.