Hi BigAl!!
You'd think with a lock like that there would have to be something very special and/or important behind that door - but nope - just the normal sort of random treasure you find in that neck of the woods. Save your game and try bashing the door, or pry or whatever! There were reports that the key you get from Adrianna opens that door but other players have said no.
If you can't get it open, don't fret about it. It will not affect your game!
Wyv