There are indeed taboos in Feng Shui.
Having your feet facing the door is a taboo in Feng Shui. To put it simply, the position of the bed must be appropriate. When sleeping, your feet should not face the door.
There are also some that are more particular. Even the shoes placed under the bed will not have the toes facing out, but will be placed inwards.
From a scientific point of view, sleeping with your feet against the door is more likely to make you sick, and sleeping with your head against the door is more likely to catch wind.