The rune lock is a barrier found on the entrance to the Vaults, preventing you from travelling into that branch until you've acquired at least one rune of Zot. This feature is under active development, and will likely change before official release.
When hunting for your first rune, the variable Lair runes are usually the easiest to obtain. Followers of Jiyva can easily acquire the Slimy rune, and followers of Lugonu have a somewhat easier time acquiring the Abyssal rune. The Hell and Pandemonium runes are extremely difficult to obtain at this point in the game regardless of character. Note that entering the Vaults is not a requisite to win the game, but optimal play will lead to it.
Although the concept of a rune lock had been debated since very early versions of Crawl, it was only implemented after the 0.13 tournament, in which acquiring a rune before D:14 was an optional challenge conduct. Prior to the rune lock, players had little reason to explore the Lair branches until after they'd explored most of the main Dungeon, leaving them very overpowered for the challenges the branch endings provided.