Assuming that is a ceiling box and you are replacing or adding a ceiling light and the room light is on a switch you are probably looking at an unmarked switch loop. The white from "this room" should have been taped or painted black. If so, tie all blacks together then tie the bathroom white, closet white, white from your new ceiling room light together. The white "room" wire will be the hot for the ceiling light when switched on so that white gets tied to the black from the the ceiling light.