Hey guys I'm a brand new dm. My campaign is using the Keys from the Golden Vault as its main story. If you could give me some suggestions on how to  make my campaign better it would help a lot!

If the premise is that the party are thieves then maybe look at criminal factions like those in “Waterdeep dragonheist”.Perhaps the Zhentarim are trying to get some of the artefact for their own nefarious schemes.

another idea would be to look at “call of the netherdeep” and maybe implement rivals. Again another way to add antagonists for the heroes, this time with a small group who might become more personal enemies to the players.

Look through the likely encounters and think through how the battles could go, what kind of rolls you're going to make. Focus on the mechanics. Story telling ability is important, but first and foremost you need to run the game. What roll will a player make in a given situation? What happens if the players make a lot of noise? Be fair. Encourage the players to express their actions clearly. When the action starts, keep to the initiative track, and keep the action moving.