It's a vague term that can have wildly different subjects. In general, it means "once you do something you can't go back." Think of Pandora's Box, which contained all the evils in the world. Zeus told Pandora not to open it (Forbidden door/forbidden box) but she was curious. Once she released the evils, they couldn't be put back in.
In the chapter, the forbidden door was "pudding." She knew that once she served it, they would constantly ask for it. Sure enough, it got her a one-way invite to the Demon Lord.
Outside the chapter, it could refer to something sexual, or the curse of knowledge, or collecting Pokemon cards, etc.