I have shot indoors with wax bullets, plastic bullets, rubber bullets, air gun pellets, and suppressed .22s.
A previous post already discussed some of the problems you will run into.
The smoke is bad, just from the primer alone.
The smoke from the primer contains lead (the bullets arn't the issue).
Primers are way louder than you think they are.
If you use a telephone book, newspapers, Sears catalogs.......you will have paper and paper dust all over the place, and you will never be sure you haven't shot a hole clear through the phone book.
Obviously, there is always some danger that you will have an AD or miss. This is always possible no matter how good you think you are or how experienced you think you are. At a range, an AD or miss goes safely into a backstop or the ground, in this case, it goes into your house.
I own two Outers bullet traps. Even with air rifle pellets, there is a layer of lead dust in front of the trap.
After having done quite a bit of indoor shooting, I have decided to never fire any firearm indoors other than air guns.
Obviously the garage is a better choice and firing FROM the garage to a target outside is even better.