This is definately not the world that you're familiar with.
Dying dream, hallucination, whatever you wish to call it; either you have dominion here or it's a dying fantasy.
A Key, A Door.
These things can be symbolic, symbolism normally implies that there are rules to work within.
When there's rules, there's likely the issue of balance.
That means to restore a life you'd have to take a life.
You have the key or you are the key.
Why should you grant it passage as it requested however, why should you dutifully obey that what may well be your killer simply because it asked politely?
If you have this potential, you could just as soon force Nova's passing to show it that you are not to be trifled with.
That wouldn't be gentlemanly however.
If it wishes you to try and facilitate its passing, if you are going to use it to return yourself and possibly Nova to life - there is no telling if she too fell to this thing, though if she has, then she may well have other means to recover...
Inquire as to Nova's well being, ask it why you should assist it, ask it HOW you would assist it.
Remain paranoid, do NOT assist it until you're in a strong position, potentially with something more to gain by assisting it.
Or betraying it.
It wouldn't hurt to try reading its motives, alien as it is to you, just for the unlikely chance you may glean something.