A B737-800 returned to the departure airport for an overweight landing when the cabin failed to pressurize due to an improperly closed main cabin door.

Narrative

Upon departure we realized that cabin would not pressurize. We were also informed by the Cabin Crew that there was substantial noise in the passenger compartment coming from the L1 Door. We stopped the climb at 9000' MSL while we performed the Company Emergency; Non Normal; Normal Procedures. Upon completion we completed an approach to an overweight landing without incident. Upon landing and checking the Brake Cooling Charts for turnaround time we arrived at a remote parking position. R1 Door was utilized to exit the aircraft and after further investigation it was determined that the Aft Top Roller Pin of the L1 Door did not go into its Groove thereby leaving Door not up against its frame to seal properly. We had no indication of this on the Flight Deck since the microswitch for the Door Annunciation is on the forward top roller pin which in fact was in its groove. Upon refueling; waiting on the Brake Cooling Chart Times and an Overweight Landing Inspection by our On Board Maintenance Technician we were given the 'Green Light' to proceed with the Flight. The second attempt of the flight was completed without further incident.