The book Phantastes from 1858 seems to contain an early example, judging from this section of the Wikipedia plot description:
Anodos escapes this place and finds himself in a stormy sea. When a boat arrives, he boards it. It takes him to an "island" with a cottage with four doors which is inhabited by an ancient lady with young eyes. Anodos enters each door in turn, each containing a different world. In the first he becomes a child again, remembering the death of his brother. He comes back to the cottage crying. In the next door he finds the marble lady and Sir Percivale, alive, well, and in love. They are talking about him, and Anodos (previously unnoticed) makes a last outburst of his love for the marble lady. They leave, as does Anodos. The next door recounts the death of a loved one of Anodos, and he finds his family mausoleum. His ancestors help him back to the cottage. Finally, Anodos travels through the last door ("the door of the timeless") but is saved by the ancient lady without remembering anything. The ancient lady says that because she saved him, he must leave (the "island" in fact has an isthmus).
The article also notes that C.S. Lewis recalled reading the book at age 16, and said that "That night my imagination was, in a certain sense, baptized", so it's possible it was an influence on his stories featuring magical portals.
Phantastes can be found online starting here, and the main character first encounters these magic doorways and walks through one in Chapter 19:
Thus she stood for a few minutes; then, slowly turning at right angles to her former position, she faced another of the four sides of the cottage. I now observed, for the first time, that here was a door likewise; and that, indeed, there was one in the centre of every side of the cottage.
...
I felt wonderfully refreshed; and a great desire to see more of the island awoke within me. I rose, and saying that I wished to look about me, went towards the door by which I had entered.
"Stay a moment," said my hostess, with some trepidation in her voice. "Listen to me. You will not see what you expect when you go out of [237] that door. Only remember this: whenever you wish to come back to me, enter wherever you see this mark."
She held up her left hand between me and the fire. Upon the palm, which appeared almost transparent, I saw, in dark red, a mark like this
...
I opened the door, and stepped out. The moment my foot touched the smooth sward, I seemed to issue from the door of an old barn on my father's estate, where, in the hot afternoons, I used to go and lie amongst the straw, and read. It seemed to me now that I had been asleep there. At a little distance in the field, I saw two of my brothers at play.
...
My favourite brother and I shared the same bed. Some childish dispute arose between us; and our last words, ere we fell asleep, were not of kindness, notwithstanding the pleasures of the day. When I woke in the morning, I missed him. He had risen early, and had gone to bathe in the river. In another hour, he was brought home drowned. Alas! alas! if we had only gone to sleep as usual, the one with his arm about the other! Amidst the horror of the moment, a strange conviction flashed across my mind, that I had gone through the very same once before.
I rushed out of the house, I knew not why, sobbing and crying bitterly. I ran through the fields in aimless distress, till, passing the old barn, I caught sight of a red mark on the door. The merest trifles sometimes rivet the attention in the deepest misery; the intellect has so little to do with grief. I went up to look at this mark, [238/239] which I did not remember ever to have seen before. As I looked at it, I thought I would go in and lie down amongst the straw, for I was very weary with running about and weeping. I opened the door; and there in the cottage sat the old woman as I had left her, at her spinning-wheel.
