There's two grates that should open, and one grate and one wooden door that never open and lead nowhere. If that's what you get, then there's no problem. If you are unsure, please show us a screenshot.
As a FYI, there are a few places in the game you can never access, and a few places that can only be accessed if you complete certain quests in a certain way. So you might come across a few other areas you just can't access.