How to Solve Piano Puzzle
When you first enter the Opera Hall, you will find the grand piano in the center of the room. A small hidden compartment just above the keys of the grand piano contains the Iron Insignia Key.
To access this compartment and obtain the key, you need to play the correct notes on the piano as shown on the piece of paper. The puzzle is pretty simple to do, as it only requires you to play the notes highlighted in yellow. Each time you play the correct note, it will move on to the next.
There is no way to mess up this puzzle, where even if you get the note wrong, you can continue finding the next key for the note. You can ring all the keys if you want to get a note right, as the puzzle will not reset if you play the wrong note.
Once you have played all the notes from left to right, the piano will open up the small compartment, and slide out the Iron Insignia Key for you to collect. This key is required in the Hall of Pleasure where you need to get the Azure Ring Key, so obtaining it is required for the story progression of the game.