What does John 10:2 mean?

Jesus is building the first of three analogies based on the idea of sheep and shepherds. Sheep pens of that era were constructed with relatively high walls and a single door. This made it much easier to control which animals and people could get in or out. Several flocks could be housed in a single structure. Individual shepherds were known by their flocks purely by voice. To get a particular shepherd's flock out, all that shepherd needed to do was call. In response, his sheep—and only his sheep—would come out.

These pens were built for security. The single door was where approved shepherds would be allowed to come in and out, and where their flocks would enter and leave. There was no reason for anyone to use any entry point other than the intended door. At least, there was no legitimate reason. The only motive for someone to enter the pen by climbing the wall is so they could harm or steal sheep.

Jesus will continue in the next verses to explain that He, and He alone, is the "approved" shepherd, and those sheep which are His recognize Him by His voice. Those sheep won't follow strangers and thieves.

At this point, Jesus is not speaking about eternal life. His analogy has a well-defined purpose, not directly related to salvation. As Jesus will say later, those who are "His," as it pertains to everlasting life, cannot be "stolen" in the way the robber in this analogy might attempt (John 10:28). Rather, the symbol of this verse is about how and why certain people respond to the message of the gospel and others do not.