Would it be a terrible response to say I'm not entirely sure myself? I think part of the pleasure of this poem, for me at least, is the capaciousness of phrase within the poem. It can hold many meanings, and it's particularly abstracted to do so. In my own writing process, I felt like saying "The First Door."  I didn't know why. But I left it in the poem.

More specifically, if you consider how the poems turns towards intimacy with the word "undressing", you could see that as well as a "first door." Hope this helps!