[RPG] How to communicate to the players that a door is, for the time being, absolutely locked to them

To me it sounds like your player is a mix of being impulsive and a newbie to roleplaying. The newbie elements (needing stuff explicitly explained and such) should work themselves out with time. The impulsiveness usually needs a little bit of work.

Here's what I did once to rebuff the impulsive players in my campaign:

1. Set up a wonderful campaign arc that involves the "imminent" death of the party.
2. Put impulsive character in a situation where he finds the important "cure"/MacGuffin.
3. Both the MacGuffin and dilemma turn out to be fake.

I did this to deal with a combat monster who kept doing stupid things (shooting up places, making a "peace gesture" that got the party shot at, and spooking an extraction target [leading to his death]), and it worked pretty well- he was the face of the group, and decided that when the "nanite antidote" that was supposed to cure the party's impending doom nanite fun death he would drink the whole thing to ensure he didn't die (because only two party members were actually really in danger of death, him being one). Turns out that there were no nanites, and the antidote was cyanide.

That was the opposite of what I should have done.

Mind you, it didn't destroy my group, the player stopped being impulsive, and life went on (for all but that one guy's character). But it was a stupid, brash, inexperienced GM maneuver, and it could've cost me a player. It did have the upside of making everyone else more paranoid, but the impulsive people are still impulsive, they just put a layer of paranoia on their actions (which I guess makes them less impulsive by definition, but doesn't promote good decision making).

Ultimately, you will run into these brash and (frankly) obnoxious players. It's not even a personal fault in them; the three or so I have/had (as their various states of rehabilitation qualify them) in my group are all really nice guys, but they just don't create a coherent character. So here's what I've started to do with them:

• Common Sense; Shadowrunners will recognize this as a name of an edge, and it basically reads like this: "Are you sure?". I encourage my players to all take this edge for all but the most oddball of characters (usually not an issue, since they tend to be played by the players who can handle themselves well).
• "The Talk"; tell them it has to stop, plainly and explicitly. I actually had to do this with one of my players (the cyanide one, in case anyone was wondering) when they played a crazy sociopath Malkavian in Vampire: The Masquerade. Go to the player and tell them in explicit language that their characters' actions have to stop. No qualifications, no debate. If not, character goes bye-bye entirely, due to the fact that he [insert appropriate gaffe here] (the Malkavian was on the intersection of "Shot up the First National Bank at dawn while wearing a Speedo" and "Built a functional nuclear bomb, fumbled while stashing it away", with the former being slightly more likely).
• Veto; most games include very prominent "ask your GM" clauses during character creation. Call that in. The player will fuss about it. They may leave. If they are that disruptive to the game and the group, however, it may be a necessary evil to tell them that their character cannot a) remain under their control and b) remain in the campaign. It doesn't necessarily mean that the character vanishes from the universe and never existed, but he's a NPC now, retires suddenly, or goes out in a blaze of glory. He does not, however, continue acting as he has and sticking with the group.

Disclaimer: You may have other factors leading to this issue.

Wrong Game: The player isn't actually interested in playing this game; even if they're interested in the setting and mechanics, they don't want to abide by them. This is what I call the "Sparkle Vampire" syndrome I occasionally have to deal with from a player who read all the supplements and got a bunch of ideas ("But the book says cyberzombies are only really, really, really hard to create!) that they then assumed would apply to their characters. These are the sort of people who want to play sentient variants of high-level D&D Monster Manual entries, fully sapient human-form mind animals, and the like. If they were playing Eclipse Phase they'd go for the Octomorph and give it a fancy cybernetic suite including jet thrusters.

Bad Player: I hesitate to call someone a "Bad Player", but it's true that some people prefer to play things revolving around them. While this is natural, some people take this to an additional extreme, and must make everything they play revolve around them all the time. Sometimes this leads to "The Talk" (see above), and sometimes this just means they won't have fun in the game and should pursue something else.

GM Ineptitude: Note that I'm not accusing you here, and I'll keep the examples my own. I used to run an Eclipse Phase game, and I made the players into hard hitting immortal cyborg soldiers. It lasted three runs. My players got bored because they had no consequences for failure. I ran a Remnants game. It failed because the players kept running into issues where their (overly large) group kept falling apart on matters of dogma or running into massively high power gradients. This same group has been in a Shadowrun campaign that lasted for almost a third of a year with weekly sessions, and the reason it ended was due to scheduling conflicts and getting far outside the realm of mortal power. It's not that this even means I'm a bad GM, it just meant that I was aiming for something and my players weren't, and there was a communication breakdown or I tried to push it on them too hard (or I over-hyped them).

The Good Approach - Subtle hints were the best way

You mentioned subtle clues, but really that is the best approach. So, they inspected the well and the door, and you already said there is nothing different. Maybe there is something on the wall that hints, perhaps scrawled by previous failed adventurers "Generosity is to be praised." "Each only gets one." Etc.

If they really don't want to bash the door in, maybe they should backtrack get an NPC minion and have the minion make the needed wish.

If you want to be even more subtle, they notice something about the layout of the whole room that reminds the bard/wizard/cleric of some ancient Rune and they should go back to talk to an expert who can then subtly (or not so subtly) hint about it talking about the Rune referring to self sacrafice or something like that.

Speaking of Bards/Clerics even PC Bards and Clerics make a decent way to deliver hints. The Bard remembers some lore suddenly (especially if he hasn't made that check yet), for a Cleric the deity might literally give them a bolt of inspiration. I think this is a distinctly inferior approach, but it may be better than the next options I list.

Slightly Less Good - OOC hints

There is nothing wrong with giving the occassional oblique out of character hint. "Sometimes you just need to take the risk of a trap being there."

Deus Ex Makes it Go Away

This is substantially less good, but you can always make the problem almost literally disappear. A massive earthquake destroys the door, and collapses the well.

Retcon

This is a last resort, but its not necessarily a game breaker to just say openly, "This didn't go the way I had planned, why don't we try this scene again." And if they haven't figured it out, drop some further hints this time around.