I think it would be a good time to learn where all the whole steps and half steps are.
It is quite liberating because then you know what chords go (best) with what keys. It is almost magical.

Because once you know what key something is, and the pattern of Whole and half steps... it is a simple matter of I ii iii IV V vi vii° for every major key. One you get that, then it is a simple matter of discovering what the relative minor is and doing the same figure. e.g.
C Major key chords that naturally occur (made from the notes of C Maj) UPPER CASE = MAJ lower case = min. °=diminished.
C d e F G a b° <-- e.g. C maj (I) is made up of the triad C, e, and G. dm (ii) is d, F, and a...etc
Then learn the modes (same as this just starting from a new beginning point).
So, C maj - CdeFGab,
the relative minor is am, abCdeFG
d dorian, same letters (and MAj/Min chords), you just count starting from d:
deFGab°C
Wikipedia is actually quite good on the modes.