Jim if you want speculation then...
Fact: Golf as originally played in Scotland was a winter game.
Have you ever been to Scotland on 21st December? There is daylight for about 10 minutes
Given the above my conclusions are.
1
It's no wonder people there like to play fast.
2
Given that, people with the means to pay for lessons were also the ones with high ceilinged rooms.
Hence you can confidently tell your friend the first indoor lesson was given on the 7th January 1547, in Hollyrood Castle, to Mary Queen of Scots by OLd Old Old Old Thomas Morris esq. - And not even Melvyn knew that.