As with anything written by Wolfe, I feel eminently unqualified to say much about the book. It is a struggle to put together any kind of well-thought-out essay concerning a Wolfe work because most of what he writes defies logical expectations and resists rational analysis.
For instance: in There Are Doors, we're told in chapter 1 that the protagonist has fallen in love with a woman, presumably after a brief dalliance, and that she has disappeared, leaving only a mysterious note in which she tells him to be careful not to walk through doors that lead to other realities, and you'll know which doors do this because they look "significant". Now, there's no direct indication anywhere in the novel that any particular door is significant. So, every time our man walks through a door, you have to wonder -- is he in another world, or not; and indeed, will he ever see this remarkable woman again?
But there's more trouble: the main character is probably insane. I say "probably", because the whole thing is told from his perspective (it's third-person narrative, but the perspective is entirely his -- Wolfe never stoops to omniscience). So, what's real and what's not? Well, don't fear -- when you read Wolfe, you have to remember one thing: everything is real, but reality is not simple. In fact, it's really complicated... just like in reality. This last bit, actually, is why Gene Wolfe is my favorite author. When you read one of his stories and read it intently, you access a kind of reality that you'll experience nowhere else. You'll also be reminded of how bewildering the world really is if you stop to think about it. And, even better, you'll be invited in to the creative process, because Wolfe keeps so many secrets up his sleeve that you have to fill in the gaps; you become an active reader in a truly Barthesian sense.
To get back to There Are Doors: this is a Wolfe story that's rather explicitly about reality. Many questions remain unanswered, such as "is she a goddess?", "is the 'other world' a construct of the main character's imagination, or do other people experience it too?", "who is Mama Capini, really?", and "what exactly does the last page mean?" But part of the fun of reading There Are Doors lies in getting lost in this man's experience between worlds -- he, more than any of us, experiences the tenuousness of reality, and yet he doesn't even realize it. This is important because it means that we have to realize it -- our own perspective, as readers, is constantly scrutinizing Mr. Green and his world, picking apart his realities and discovering the ineffable truths that lie beneath.