To find the Vampire Knives, it is a 1/2500 (0.04%) chance to find a crimson key (during Hardmode, or after beating the Wall of Flesh) on every kill you get in a Crimson biome. This will not work in a Corruption world and once you do get the key, you have to beat Plantera to be able to use it on a Crimson chest. And yes, you will have to beat most of the game again to use it if you are playing on a Corruption world. The knives themselves are extremely good against bosses, and normally steal around 1 to 2 hp with every hit on them (or 7% of the damage you dealt with that hit). The knives are auto fire and non consumable, aswell as fire 4 to 8 at a time, getting you alot of health back while your potion is on cooldown.
The loading screen has a bat on it because I got my first crimson key while I was in the underworld and hardly in a crimson biome, from a regular bat (spawns in regular caves).