Shoot the little blue-ish light outside the gold door. It opens a small goodie room.

This is the room with the blue key. When you step at the very top of the ramp to first floor, you'll hear a door open - and shut. Run over the trigger, then dive under the ramp to get to the secret room.

Opening the blue door and riding the lift up, you stand in some kind of control room. Go to the back of the room. On the end of the control panel is a switch. Press it, the other end of the panel opens and gives you a little secret something.

You can get on top of this in two ways. Either 1) rocket jump, or 2) run/jump as fast as you can up the right doorpost. It's a bit dodgy, but it's doable. And, well, it's a goodie...