I assume you have abandoned this thread as no one has responded... Yes you get a key, and there are usually lockers to lock your bags while you leave. Whether you carry your passport is up to you... You technically should at all times, but I haven't always done that. Actually in tokyo I only carried it 1/3 of the time. Don Quixote is definitely a good place for costumes. Go to hostelworld.com, each hostel has extensive info about their amenities.