The Doldrums are one of the first places Milo visits in the Lands Beyond, so we get the feeling they're probably pretty important. When he first arrives, her meets the Lethargarians, a group of colorless folks who don't do anything, and don't do it according to a strict schedule (doesn't make much sense, does it?). Basically, they have nothing to do and they're bored all the time.
Sound familiar? That's right: their condition is a lot like Milo's, who drove through the tollbooth in an attempt to get away from his own boredom. In fact, Milo's had spent some time in the Doldrums before even getting to the Lands Beyond. He just didn't know it.
Norton Juster explains that the similarity between how Milo feels at the beginning of the book and the way other characters act in the Doldrums is deliberate (intentional). They're supposed to seem like the same thing. Milo's world at home "was, of course, the doldrums – his own special version of them" (source). In the Lands Beyond, though, Milo has some help: the watchdog Tock bounds in and gets Milo out of there right away. And so, Milo leaves the Doldrums behind… for good.
At the end of the book, when Milo is a totally different person. So maybe it's not the place that makes something the doldrums, but the person. Milo's house, which was totally boring to him before, now seems super exciting. So if you're ever in the Doldrums, just remember: there's an easy way out – through your own mind!