I have always started mine in a spare room inside. But like others have said, they will wear out their welcome with dust, dander, and stink pretty quickly, even if cleaned regularly, so have there next location ready as well. I enjoy having mine inside for the first week or two just so I can keep a close eye on them but they are messy.
My husband says no chicks in the house this year since we just remodeled and have a new baby so I am still working on my outside game plan. I also waited until May to have them shipped. The wait may kill me.