A red door materializes in front of you, and a mat in front of the door says “WELCOME!”. A digital timer on the door starts counting down, “30, 29, 28, 27…” Do you…
Bear in mind that when you open the door all you see is a grey mist.
Can I ask what lies behind me? I like to keep my options open!
No, I don’t like the color red. Now, if the door was blue…
I walk right on in. I mean, it says ‘Welcome’, right?
Normal day, doesn’t matter, whatever.
I suspect the mat is lying.
It all boils down to, “I wonder why the hell I did that!” vs. “I wonder what the hell would have happened?”.
I think I fall into the first category.
That’s when the shotgun comes out.
I think I’d step through. Realistically, if someone could make a door materialize like that, they could’ve sent a bomb or killer robot instead. And I’d live in futile curiosity forever if I didn’t go in.
Only the likes of base jumpers and other thrill seekers would take the first option, I feel.
The majority of people are more circumspect, and would wait for the mist to clear. IMO.
I’d throw my hat through and see what happens.
Then I’d throw a small mammal through that I happened to have in my pocket. (One should always have a small mammal secreted about one’s person just in case.)
Then I’d go through.
How would throwing a small mammal help you? Would it be trained to come back and tell you what was going on inside? Or do you just like slinging small mammals about? 
The hat would be to see if it was shot at. If it wasn’t shot at, the small mammal would be to see if it was geared to shoot at mammals. Sadly, I don’t have room in my pocket for an orangutan, so after that I’d just have to bite the bullet.
And I believe that answers Czarcasm as well. 
I whip out a can of Krylon and I paint it black.
Someone has the ability to materialize a door in front of me, but can’t be arsed to materialize an explanation of what’s going on as well? I’d have to supect that person of having something to hide. I’ve seen plenty of amazing shit here and there; the possibility of missing out on one more would bug me, but not that much. I don’t step through.
I think I’d go through. As Der Trihs said, if someone had meant me ill they could have sent something lethal instead of what looks like it could be an elaborate prank
Sure, it could be a prank, I could be embarassed, but probably not killed. I think I’d always regret it if I didn’t take the chance.
And if it IS a prank, the point could be for you not to go through, the door vanishes, and to leave you gnawing you knuckles in curiosity.
Perhaps it’s a curiosity test ?
I step through the door. Personally, the countdown suggests to me that when it runs down, the door will vanish. I step, therefore, through the door.
I have been waiting all my life for this to happen. I blame The Phantom Tollbooth!