Go straight ahead towards a big, round gate. There are enemies nearby - including a new type: a shieldsman. They can block most of your attacks. You can try parrying or blocking, but you should mostly try the kick. Enemies are staggered and for a short period aren't able to use their shields.
After the fight, approach the door and interact with it. Go a bit back and enter the wooden door. Go straight ahead and you will soon see a pyre. As soon as you touch the stone bloc, an inferno will be unleashed.
The task is pretty straightforward. You have to get to the huge, round door of fire. It's simple as that; just run there. Soon, however, in subsequent visions, getting to the door won't be that easy.
In these sequences you may die - you have a limited amount of time to reach the designated spot. If you will linger, your heroine will suffocate and die, resulting in the dark mark growing on her arm. Try to get straight to the destination instead of exploring, because the time is far from ideal for that. When you reach the door, Senua will destroy them, and you'll be able to continue the journey.