Grilling indoors vs grilling outdoors?

This summer will be my first time grilling at my house. (I have never grilled before) I live in LA so I would def try to grill esp that I also have a swimming pool at my house w jacuzzi. I will buy grills fit for the pool and grills fit for indoors. My question is, are there difference in taste when it comes to grilling outdoors vs indoors? And what types of grills should I get? Thanks!