Right after getting out of the village, turn right  and a bit behind the pawnshop you will find the Door . To open it, you have to bring a child. First of all make sure you have the Lover Expression and Family pack unlocked at the Road to Rule and then make one of Brightwall citizens fall in love with you. Marry him, buy a house, take your partner to the bed and choose to have sex without protection. You will have a child. Now you need to wait a couple days for the kid to grow up and starts walking. Once it does, grab its hand, lead to the door and start playing with it. The door will start crying and open.