My investigator is in the 1st area of the Abyss when he draws this Other World Gate card for the Abyss:

"You climb a long stone stairway towards Sarkomand. Make a Fight (+0) [2] check. If you pass, move to the Dreamlands. If you fail, you become exhausted and must stay here next turn".

I didn't want my investigator to pass this Skill Check because there is no Dreamlands gate token on the board, but he passed it anyway. What happens now? Do I move to the 1st or 2nd area of the Dreamlands?

The heading should say : "An Abyss Gate Card".

"Move to the Dreamlands" implies you move to the first area of the Dreamlands (otherwise it'd be stated on the card). Sorry for the bad luck. Hope it was not a Yog game

Probably what I would do: "F*ck saving the world, I'm gonna retreat into the dream lands and live in Ulthar untill the end of my days."

You could hope a gate to the Dreamlands opens in the turns while you are there... but otherwise yeah that's an unfortunate sidetrip to lost in time and space.