| You've entered one of the elemental nodes. There's no return except through the door the demon is guarding. Most of them aren't too bad (unless you're running Liv's mod), but the fire node boss, the Balor is pretty nasty.
If you're really stuck, you can use the console to spawn a teleport scroll (which I think, but am not sure, will work from there), or use the teleport code. See the sticky thread on console commands for more details | 
Linear Mode
