In the sky.

You step out of the doorway, and find yourself on a precipice of rock. You look around you wildly, hoping that a Gatekeeper will be there to help you, but instead, all you see is sky. You edge around the door, hoping that there will at least be a path you can follow to the Gatehouse. You are rewarded with a dirt trail that definitely isn't what you'd expect in a more developed world.

Carefully, you edge down the path, taking care not to stumble on the loose rocks that pepper the path. After half an hour of walking, you reach a fork in the path. The left path heads further down the precipice, and into a forest. The right path leads around the precipice, and out of sight.