On your first visit, just grab the Battery (if you found all of them so far, this should be the last one) and go back down.
To open the door to the DANGER room, you'll have to turn on the switches labelled II, III, VI, IX and X. Turn off all other switches. Don't worry too much about this yet - you cannot reach the final switch until much later in the game.
When you do open the DANGER room, make sure you've got a Copper Key and a Silver Key to open the blocks.
The ??? boss will attack you when you try to approach the chest in the back of the room. Brace yourself for a tough battle, and check the boss' page for tips on how to beat it.
Laser Turret: Two Dish Turrets, two Laser Turrets, and one Fridge Turret (guards Chest #1)
Thunder Elemental: Two waves.
Wave #1: Two Thunder Birds, two Lightning Sprites, and one Thunder Elemental
Wave #2: Three Thunder Birds and two Thunder Elementals