"Get out of here" is kind of a slang phrase for saying "You're joking!" or "Don't be stupid!". It's a common phrase, so it's used a lot in books.
As for "Keep them keen" I've actually never heard anyone say that before, but in the context of the sentence, I can guess that it means "I don't like to be with them often, I just hang around with them casually." or something like that.