Welcome!!!
Well, it depends. You should have a thief, and with you in the beginning, it means this: there are doors that cannot be picked unless you have a key of some sort. They are usually quest related. So if it says it cannot be opened by any magical or physical means it means you have to find a key or something...
The rest should be easy for Imoen.
Ryan
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Chaotic Cavalier of ALSB, protector of the Innocent, slayer of the mad...