In order to protect yourself from strange threats inside your closest; you take the white pillow case (leaving behind the white pillow), gnawed a mouth and eye holes and place it on your head as a makeshift gladiator helmet. Also you kinda over did the gnawing and now have extra holes in the front of the pillowcase helmet.
You decide that now that you have protection you examine the closet. All you see is three walls and a… mongoose? It appears to be looking down and all you can think is CREEPY!
Finally you decide to open the door to the North wall, leading out of the room.