The door is a gift from the worlds to Sora and leads to/inside Xemnas' artificial Kingdom Hearts, which seems to consist of pure craziness.
We don't know very much about the realm of nothingness, since the only time it's ever referred to by name is in Ansem the Wise's secret report number 4 and never again, surely not by Nomura in any interview or in the Series Memorial Ultimania for that matter.
It sounds like a boring place "where all existence is nullified" but it's really not clear why it's there in the first place or how it's connected to the other realms.
At least in my opinion we see the realm three times in the series: the room in Castle Oblivion where Marluxia's second and third form are fought, the room where Naminè talks to Roxas on the 3rd day and the room where Xemnas' final form is fought. There are other interpretations of course.