Load in refers to what time musicians can start carrying all of their gear into a club or other venue for a show. It is a pre-arranged time that is usually an hour or so before the soundcheck time. Load in time should be used for setting up and preparing for soundcheck. Usually load in time is the same for all of the musicians on the bill for the evening, but the musicians who are soundchecking first (the headliners) should start setting up on stage. The other musicians should simply get their gear into the venue and out of the way until it is their turn to take to the stage.
Sometimes, when they're just getting starting out playing live shows, musicians get load in time and doors mixed up. Doors opening refers to when the audience can start coming into the club - a bad time to be trying to carry in your gear!