Are you familiar with Agoraphobia?
I know it is a fear of open spaces
More specifically, Agoraphobia is considered an anxiety disorder. Basically, the person with this sees the environment as unsafe. 
Is it any environment, or specific environments?
Open spaces that you previously mentioned trigger these individuals. So this can literally include any place - even malls or restaurants. They end up having panic attacks more often than not in these scenarios. 
Are these feelings caused by a feeling of inferiority?
Well Agoraphobia may stem from certain genetic or environmental factors, but like most phobias, there is no real rhyme or reason for it. 
My mother was agoraphobic.  It was very difficult for us.  I thought she felt self concious.