The fear of opening an umbrella indoors dates back to the 18th century, when the unpredictability of the relatively new invention reinforced an ancient Egyptian superstition.
Egyptian nobility used parasols made of papyrus and peacock feathers in tribute to Nut, goddess of the sky and all heavenly bodies, and so their shade was sacred. Therefore, the shade of a parasol could only fall upon the heads of royalty, otherwise it would bring bad luck.
Meanwhile, the design of the modern umbrella in the eighteenth century consisted of sharp metal spokes that would violently jolt open when the stiff spring was released. Such was the force of the mechanism that it was a danger to anyone and everything around it.
It was therefore sensible to refrain from opening an umbrella indoors, where the likelihood of damage to people and property was increased. However, as the technology was refined over time that fear remained and reinforced the Egyptian myth.