You start Symphony of the Night just before the end of its predecessor, Rondo of Blood, setting the scene for the game proper. When the new game finally starts, you leap across the rising drawbridge and through the gates of the castle as the doors close, sealing you inside as you take control again. UNLESS you use the 'slide' move immediately to the left, in which case you can get through the doors before they close. You're outside the castle and can get on the roof. But you're not meant to be there and it's all broken. And you can't ever get back inside. D'oh.
Chance of finding it first time: 2%. It's unlikely anyone would dash left, but the door is closing, not closed, and you have already been able to use the dash move in the preceding segment. So in theory, a quick-witted gamer could do it. But obviously that's not me. Cos I didn't.