When I get to the door to the sanctuary it will just open a smidge. Can't find any lever or chain. What have I failed to do?? Thanks!

by the sanctuary do you mean the door you go in with Mercer? If that is the case, maybe it is a unlocked as part of that quest?

http://www.uesp.net/wiki/Skyrim:Irkngthand

It's one of those locked places. You can only access it when you are there as part of a quest mission. Are you a Nightingale yet?