This is a really short one, so I'm going to push straight on and do it too.
I'm curious about who the narrator is, from the word go. They don't seem to be identified positively, but it's quite a leap into the short story, without fuller introduction, and I rather like this. But if I had to guess I'd assume it was an older person, near the end of their life, who finds comfort in dreams, and in revisiting past memories. Though as they recount their memories I do rather feel I should know who they are from my past reading of Lovecraft stories, especially Dreamlands ones. Blame a rotten memory!
I do like Dreamlands stories, and this recap of memories, albeit short, is very evocative. I also want to know what's through that bronze gate. And dream-sages is a lovely idea.
But I'm not sure I like the ending. I'm not keen on the idea of a "white void of unpeopled and illimitable space", and certainly wouldn't be as happy about going into it as the narrator is. But, still, a rather nice story.