The Bathroom Door Message is a guide to find the place where you can find the Broken Egg Shells which is the evidence of the existence of the Jersey Devil.
Just follow the guide that says:
Over the Cleft
Into the night
Shudder with fight
How to Get the Bathroom Door Message
Go to New Jersey in your Helicopter, head right until you reach a garbage dump. USE the Bolt Cutters to open the dump.
Using your mouse, move all of the trash out of the way and grab the Bathroom Stall Door at the bottom. Go into the washroom right next to you. Walk over to the bathroom stalls. You’ll find another stall with directions on it. You’ll write the directions down on a Bathroom Door Message.