Nope, Maxwell's Door is completely free in that regard. You will retain all of your items and the overworld is like you never left it.

Unless they've changed something in an update recently, the time is returned to the moment you left, and your stats are returned, too.

As far as I can tell, going into Maxwell's Door has absolutely no effect on the overworld.

If you were running from a hound attack when you go through the Door, then the hounds will be there attacking you when you get out.