Have a look at this thread on the official forums to retrieve your steam key > here <
Everyone who contributed to development at any level should now find a Steam key on their Humble Store page. Please note that you need to claim a new steam key, not the longer Grim Dawn installation key that was already sent to everyone (the longer key you already have is for installation without Steam once the game is finished for those who choose to do that). If you had early access and are already playing the game, please disregard all this key information - it is only for new players.
If you don't remember how to retrieve your key, enter whatever email you used to purchase the game into this key re-sender:
https://www.humblebundle.com/store/keyresender
Additional instructions can be found here in the alpha release announcement if you have trouble activating your key on Steam:
http://www.grimdawn.com/forums/showthread.php?t=7158