I have not heard of that.
Currently everyone is using their Retainers as additional storage. Follow the main story mission and Retainers will be explained/unlocked.
If anyone knows details on Inn storage, please share. Here is what I found:
Angelfire456 wrote:
Posted 6/22/2013 1:21:27 PM
The storage in your inn room is for special items only. Things like preorder items, event items, etc. Regular storage is by giving items to your retainers to hold.