Thats not good :/ Try watching this video:
Perhaps you are going to the wrong door? The correct door may be hidden in the darkness on your monitor, try upping the brightness. The key for the locked door is further ahead in the level.Let me know if that was your issue! If that doesnt help, try recording a short video for me (using a free software such as OBS is painless) showing exactly your problem and I will try to diagnose it :)