I wonder if you are having trouble with this because it does not actually say what the narrator expects at the moment he opens the door. It says earlier what he expects.
In the 4th stanza, the narrator opens the door but sees only darkness. So what was he expecting?
First, look at the fact that he's talking as he opens it -- speaking to "Sir ... or Madam." So he's expecting a person.
Earlier in the poem, starting with the first stanza, we see that the narrator thinks that it must be some late-night visitor.