You can try the hardware + software forum, and if not check that quest's bug list here http://www.uesp.net/wiki/Skyrim:Darkness_Returns
Thanks for the link! It helped me out a lot. Right here is what happened:
BUGS:
Entering the Twilight Sepulcher, hearing the first of Gallus's dialogue, then leaving will cause the door to the Pilgrim's Path to stay closed and never open upon returning. This will be caused by "Nightengale Sentinel" being replaced with "Gallus" after exiting dialogue with him. Speaking with the "Gallus" version of the sentinel with all topics will NOT cause the door to open, because he does not have the proper permissions.
SOLUTION (PS3 & Xbox): If you go to the right around the door of the Pilgrims Path you will see a glitched area that can appear blue. You will also see the inside of the Pilgrim's Path. Use the Whirlwind Sprint Shout to jump the gap and gain entrance to the path. Falling will either return you to the entrance area, or will kill you, depending on how you fall. Objective will not reappear until you talk to Nocturnal near the end of the quest.