Marco's Heart

You find yourself in a bright white, circular room. It's nearly empty; too bare, almost clinically so. But the bareness of it means that what is visible here stands out:
A podium in the center, where a familiar figure sits, head buried in his hands. Three paths running from the podium to three different spots near the edges of the room - not corners; circles don't have corners - where three doors leading seemingly nowhere stand with no regard for their complete lack of structural support.
It doesn't take you long to figure out where you are, does it? You only have to decide where to start.

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Sadly, neither Agnes nor Marco are familiar with the concept of a JRPG Final Boss.
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...But you're... okay now...
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"... It's okay. You will be okay. I'm here, Marco."
Marco's face is trembling. You get the impression that something like a sob is struggling to break free from his chest.
"I thought... A-Agnes. Agnes, I thought I couldn't talk to you. I thought you would... I thought... thought, they said... God said..."
She throws her arms around Marco and squeezes him tightly. That sob expels itself, and Marco is shaking, and somehow, he seems lighter.
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[Mordi's going to join the hug.]
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"This was the last memory in this door, Miss Mordimort."
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[she extricates herself from the group hug and stands up]
Thank you for... showing me this.
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Agnes shakes her head, curt but adamant.
"No. Disregard that. The self-doubt... It belongs to Marco, not to me."
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[she starts to turn to leave, but hesitates and looks back to Agnes again.]
...which door... should I go to next?
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"The door northwest of here explains... certain circumstances. The door to the northeast reveals the consequences. Ultimately, however... The choice is yours."
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[she briefly smiles at Marco, then heads northwest...]