The Hallway under the Stairs

You finally decide to go through the door under the staircase. You pass the doorway and discover that you've entered a narrow hallway.

A few windows against the wall allow a small amount of sunlight to spill into the shadowy hall. Your eyes finally focus and you see that to your left lies a closed door and to your right is yet another path to take. Which way to go?

Left to the closed door?

or

Right, further down the hall way?

Or back to the main room?