‘Stepping through to the other side’ can mean different things to different people.  It can mean getting through a bad period in life or making any kind of positive change.  It can also mean stepping outside the body or the physical universe .  Since we are all spiritual beings we can do this while still having a body.  Whatever it means to you, it’s usually a positive thing that has a positive effect on your body or spirit.  There is often growth involved in the process.
The first stage in ‘stepping through’ is deciding you want to.