I obtained the wardstone and entered the front door of the Asylum; the wardstone vanished. The first room was empty and both its doors were warded. What do I do?

SPOILER:
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When you enter the Asylum (Spellhold), you should be greeted by a "man" who will give you a tour of the facility. If he does not show, try resting and the story itself should continue after you wake up. You are not suppose to be able to open the big door at the end of the initial hallway (first room).