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Did she tell you the whole riddle. I googled and found something on riddles.com that says "What has keys but no locks, space but no room and you can enter but can't go in?" The answer is a Keyboard. That is the closest I could find to your riddle. Sorry if it doesn't help
goddess........how else you getting into the room.....even if its crawling to get in it..........but i see your point......cause once you go into a EMPTY room, its no longer empty........hmmmmmmm
wutang..........good riddle, but not the one she told me...........i THINK she heard this on a radio show........its a contest