In ancient cultures, the umbrella represented royalty and power. African royalty for instance first used umbrellas to shield themselves from the hot rays of the sun. To open one in the shade was an insult to the Sun God. The superstition about it being bad luck to open an umbrella indoors may have originated because people saw it as an act that insulted the spirits of the household by implying their protection was inadequate.
In fact, to cross into the shadow of an umbrella, even by accident, was sacrilege if you weren't of noble birth!