Brenda's is closed. Brenda's is never closed. Not during its usual hours, not at 5am. Except on national holidays, or during severe weather, neither of which is present today. There's no notice on the door, just the Open sign flipped around to Closed. This state of affairs is incorrect.

There was no indication that the coffee shop was in financial trouble. Max knew as much from eavesdropping on the teens working in the back. The manager didn't come out much, but she never seemed alarmed or upset- always a little smug, if anything. Max wasn't sure if her name was Brenda, or if that was just the chain- she was always Ma'am to the staff. Her employees-only room down the hall, near the bathrooms- usually dead quiet. All day long, at least when Max was there. Enough activity- footsteps, occasional laughter- to tell she was there, but nothing that indicated any trouble for the store.
An emergency, then. She'd been called away on some urgent business, and... told the kids not to come into work? It wasn't as if she did much managing- could she not trust her staff to do their job unsupervised, despite more or less doing so day in and day out? And...
And no, she couldn't have gone somewhere. Her car, that Volkswagen beetle was there. It was definitely hers, she left to go get lunch every day at 1:00. No other cars parked nearby, that he could see. So, unless she'd gone on foot to something extremely urgent, she was still in the building.
Max knocks. There's no answer.
Max goes around behind the building and takes the key from under the dumpster, where a less than cautious morning-shift barista had been fool enough to retrieve it while someone like Max could have been watching. He opens the door and goes inside, because they don't have cameras and he's a regular- they wouldn't charge him with breaking and entering, he's sure, even if they did find out.

People who aren't Max might have shrugged and gone to a different coffee shop. People who are Max are instead inclined to find out what it is that disturbed their nice, orderly little universe and demand it account for itself. 

It's dark and no one is there. Max looks around for anything out of place, and finds that there is exactly one thing out of place. The manager's door is open. This is considerably more unusual than the related fact, which is that the manager isn't there. Max has seen how careful she is to lock that door before going anywhere.
He goes inside. Privacy is not something Max has a lot of regard for- more something he resents, to some extent. And the room is clearly the sort of thing someone might want to keep private. 

There are bookshelves, and there is a desk, and there are chalkboards, and they are all covered in paper. As is the floor. The paper is covered in smears. Some huge collection of notes, or documents, or something, all smudged into illegibility. Written in pencil, erased by a particularly smeary eraser. Most of the shapes of the smears suggest diagrams and math more than they do writing. Max inspects all of it, searching for clues. Nothing is legible, except for a few notes posted by the door.
The other door. Not the one leading in. A door with scorch marks and dents. A door set into the wall, where according to the geometry of the building, it ought to open into the alleyway, despite no such door being present. The legible notes, written in ink and taped to the wall, read "I HAVE TO GO", "DO NOT OPEN" and "SOMEONE PLEASE BLOCK THIS OFF" and "DON'T LET HER IN" and "YOUR NAME IS PRECIOUS", scribbled in hasty capital letters.

Max wonders what is behind the door. He's unnerved somewhat by the surrounding evidence of the manager having some sort of psychotic break, but his thoughts have not had sufficient time to settle into questions before opening the door. He is still in the information-gathering stage, and there can clearly be nothing behind the door but additional information to gather. The question of whether to open the mysterious door in the mysterious place fails to even cross his mind. 
He steps into a dark room.

Which abruptly stops being a dark room, and starts being a brightly-lit forest. Max's hand, halfway through reaching for the light switch, falls to his side.