You have to be careful with the following matters:

Association does not mean necessarily a causal relation between both variables. For example, there might be a third variable you have not considered and this third variable might be the explanation for the behavior of the other two.
Even if there is a causal relationship between the variables, the correlation coefficient does not tell you which variable is the cause and which is the effect.
If the coefficient is close to 0, it does not necessarily mean that there is no relation between the two variables. It means there isn’t a LINEAR relationship, but there might be another type of functional relationship (for example, quadratic or exponential).