It's weird - in my own dreams, I can't just go through doors and whatnot, I have to physically open them. It's freakish how realistic my dreams are sometimes, because I can feel how cold the doorknob is, feel the weight of the door as I open it. But the only limiting factors are lack of faith, as was mentioned, and fear. I've had extremely frightening experiences when opening doors, like that, but most of the time it's not, and so far I don't think anyone's died that way, so it's safe.. even if you don't know you're afraid, there's probably some subconscious fear or uncertainty holding you back.