That door probably led to the Iron Maiden, the game's bonus dungeon. I don't think it accounts for 30% map coverage in the game, but it is quite a chunk.
If you're going to give this game a shot, you have to motivate yourself, or you'll never get through it. Playing a game to see what all the hype is about will work for something easy like Final Fantasy, but if you don't have that inherent desire to finish Vagrant Story out of joy, it is going to be very, very difficult. You'll end up hating the game more because you will get frustrated by forcing yourself through the difficult gameplay sections and not notice the whole of the incredible story.