I'm a little late, but essentially each doorway
leads to a different choice/future/timeline.
All choices, which would include stuff like Luna herself delving into a person's dreams, and Infinite Hallways... like she did with Discord. She could have just as easily chosen to go to another pony's Infinite Hallway, like Celestia's, or Twilight's, or anyone's. It's something she has had experience with, and even points out that
everyone has one. This
choice to walk into Discord's dreams and show him the Infinite Hallway, would just itself be included as another doorway there, and the Luna within this future would also have her own Infinite Hallway where this choice is just a doorway there, and so on and so forth forever. These choices are actual worlds, with actual beings that would also dream, since Luna exists within them to
moderate their dreams and so on