Hi n03113, I'm glad to hear you're enjoying the game. Which door are you referring to that you can't figure out how to open? I can only think of two doors that might be stumping you.
Spoilers ahead for those who wish to avoid them.
If you mean the door in the Guest Quarters, have you successfully completed the encounter with the Foul O'Door? If so, you may just be missing the combination to the lock. You can find that in the Basement.
If, instead, you mean the door in the Garden area by the fountain, it's locked from the outside only, and leads to the secret room area that you discovered via the Basement. To open it, simply exit that room from the inside first to unlock it.
In any case, if you've already completed the game and the side quests, you're not missing any essential content from the experience behind locked doors.