Oh! Another possibility: it's a Gatesong that takes him back to the land where his yearnings were born, that is, Valdemar (since his greatest yearning, to return home, would have been born on his first Step). This places its proper in-story use at the beginning of the denouement of Girls, Girls, Girls, since Dee started her Walk in order to recruit Doug's help for something.
Still another is a kind of 'modal' ability (that is, choose up to n of the m possible functions in the first moments of the song, and you can't change them): Doug chooses one: take someone else home (as per DHBirr's suggestion), or provide everyone in AoE who has a more controllable method of Walking the Worlds with all the information (and possibly something to ameliorate power requirements) needed to take Doug home, and a very slight 'push' to do Doug this favour (just enough to convince someone seriously waffling). These are essentially the same interpretation with Doug in different positions: in the first, he's the audience, so "the key to open the door" is in his hand, but it has to be the destination of the target (who takes the role of "singer"); in the second, he's the singer, so he's putting the key in somebody else's hand (he can give you the key, but he can't use it himself).
Still another is a kind of 'modal' ability (that is, choose up to n of the m possible functions in the first moments of the song, and you can't change them): Doug chooses one: take someone else home (as per DHBirr's suggestion), or provide everyone in AoE who has a more controllable method of Walking the Worlds with all the information (and possibly something to ameliorate power requirements) needed to take Doug home, and a very slight 'push' to do Doug this favour (just enough to convince someone seriously waffling). These are essentially the same interpretation with Doug in different positions: in the first, he's the audience, so "the key to open the door" is in his hand, but it has to be the destination of the target (who takes the role of "singer"); in the second, he's the singer, so he's putting the key in somebody else's hand (he can give you the key, but he can't use it himself).