I have used my rollers for winter training for many years now. Starting out you definitely need to have something nearby to brace yourself, but I think a doorway may be a little confining. I ride mine in my garage, and if your sweater like me, you'll leave a puddle after a good workout. I like to put a small microfiber towel over my handlebars/headset to catch sweat and i also use it to wipe my face once I really get going. Don't spend a lot of time watching the front wheel, start pedaling like you're beginning a ride on the road - look forward and use your inner sense of balance. Start with the bike in a gear that will give you some resistance, if you're spinning too fast you'll start weaving.
Once you've mastered staying on them, I suggest using some of the videos offered on GCN youtube channel for training. The Power Pyramid on the Passo Pordoi with Matt Stephens is one of my favorites, and provides a good 45 minute workout, and is much better than just mindlessly spinning along.
Inspect the belt on your new rollers for any cracks. If your belt breaks while riding you'll probably hit the deck... ask me how I know. Also, don't leave the belt in place when you're finished using them. Slip it off in a more relaxed position, this will extend the life of your belt.