There are two possible origins of this superstition. Some people believe that it originated in Egyptian times when umbrellas were used to protect people from the heat of the sun. To open an umbrella indoors was an insult to the God of the Sun.
Other people believe that this superstition started in 18th century London when waterproof umbrellas with large metal spokes began to be used. The umbrellas were very large and difficult to open so often caused an injury to someone or an object to be broken if opened in the house.