I never use doors in my lucid dreams, but I notice that some people do, or if they try to walk through a wall they will bounce off. The mind can't really create something that it is unfamiliar with, you don't walk through walls so it's not really sure what to expect.

This can be solved by walking through walls in video games. You need Halo or Halo 2 for this exercise.

On Halo: Start the level: 343 Guilty Spark and wait until you are just about to be released from the Pelican (right at the beginning,) now throw a grenade or two. This will prevent you from getting out and you will now ride it until it lands in the woods.

Get out of it and walk around. The top has no collision detection because the programmers never expected you to get up there. Walking through trees and stuff will give your mind something to go on.

On Halo 2:
Start the Outskirts level. Play through it until you get to the entrance to the tunnel. Go to the right side of the hole with a ghost. Jump on the ghost and then on part of the hole. From there you can climb onto the top.

Up there there are actual buildings and walls that you can walk through. A few minutes of that and your brain will have a visualization of what it is to walk through a wall.