I used to gate the door for a while, then gave up; they could climb over it (the girls, I mean, when they were young).
I HIGHLY recommend putting the door knob on, inside out though, so your little one doesn't lock himself in ;)
The word 'no' is going to be priceless as he learns what he can and can not get into if he does happen to wander out of his room. Be prepared for him to pull everything out of every drawer! Then teach him how to put it all back ;) Make sure he's got some toys and books in there so he can entertain himself, rather than roaming the house without you.
Good luck, it's an exciting time for you both! :)