Overanalysis:
First line doesn't really help, other than pointing out that it's obscure. Which, this is a riddle thread, so it's not like the answer's going to be Cloud...
Second line suggests an island of marginal notability. On the world map? In an area? Is "devoid of both window and door" a subtle hint at Wall Market? (I doubt it.)
Third line sounds like somewhere you visit twice in the course of the game, maybe?
Fourth line...level four...others have attempted to connect this to character level (L4 attacks) but maybe it's stage level or something else geographic. Can't think of any other possible reasoning for it. "Best avoid" means it's either detrimental to the character, difficult, contains tough enemies maybe?
After much consideration, I have concluded that the answer must be Eblan Castle from Final Fantasy IV.