It is commonly considered bad luck to open an umbrella inside a house. While no exact origin for this superstition is currently known, it's generally believed to have started in Ancient Egypt. Back then, umbrellas served as a means of protecting people of noble blood from the heat of the sun rather than from the rain. If one were to accidentally open an umbrella inside of a house or even in a shady area, it would arouse the anger of the sun god, Ra, and he would then proceed to punish you for your mistake. It's also believed that the Egyptian goddess Nut (Nuit), fashioned the sky after an umbrella, and that man-made umbrellas were crafted as a tribute to her. Because of this fact, these man-made umbrellas were only used on people of noble birth, and the shadow that formed underneath the person represented a sacred area. If one were to walk under this "sacred" area, it was considered sacrilege, and most likely worthy of death. Ironically, other nations considered walking under this sacred area as an honor, such as with the ancient Babylonians regarding their kings.
Another theory states that the superstition had its roots in the 18th century in London, England. At that time, the inhabitants of London possessed umbrellas that were both water-proof and extremely large in size. These umbrellas possessed metal spokes, and they were also incredibly awkward to open inside of a building. These colossal umbrellas were extremely dangerous around people if opened, and they were also known for breaking people's fragile possessions if one was opened inside of a house. Because of this, it's often recommended that one should not open up an umbrella while visiting another house as a general rule.
It is also believed that if rain was predicted on a certain day, and if you brought an umbrella with you on that specific day, it would never rain. However, if you decide to leave your umbrella at home on that specific day, it would surely rain.