This one is comical, of the sort "I have fallen and I cant get up"
I have managed to lock myself in a room with no way to get out during the tutorial.
This happens if one decides to not use the baricades for defensive stance and instead retreat to the initial room which is tactically more sound strategy since there is only 1 entrance where the xenos can get in versus 2 from the other room.
I had actually contemplated standing in the doorway itself (right where the door slams shut). It's a great choke point where only 1 Xeno can attack at a time, and better than the square your knight is standing in, saltin. Where you are standing, Xenos can actually do a diagonal move and get around the door (resulting in no real choke point).
I ended up moving too far forward and glad that I didn't get squashed tho