Cool Game. BOOOO (I bet I scared you)
You need to sleep so your soul separates from your body. When your soul leaves your body, you can pass through doors and collect keys, then return to your body so you can open the door. But when you are in soul form, a grim reaper can get you. However, there is a room with a cross on the top of the door. The grim reaper can't follow you there.
Tips: Keep your senses sharp. Listen for heavy breathing, which indicates the presence of the Grim Reaper.