Futility Closet, which is an absolutely fantastic online collection of generally odd things, posted an article about the rise of the umbrella in English fashion, found here. Original source for the text was “Jonas Hanway, the Philanthropist,” Frank Leslie’s Popular Monthly, April 1884.
While using an umbrella to keep off the rain was certainly a well-established practice by the Victorian era, it wasn't very long before that it was considered odd. Which I consider odd, given how much rain the UK gets. Most of the way through the eighteenth century, people in the UK just braved the elements. In 1752 General Wolfe, who was stationed in Paris, remarked on how useful the umbrella was and was amazed that it hadn't migrated to England yet, where the elements were more severe and changeable.
"Just about that time, however, a gentleman did exercise the moral courage to use an umbrella in the streets of London. He was the noted Jonas Hanway, then newly returned form Persia, and in delicate health, by which, of course, his using such a convenience was justified both to himself and to the public . . . any one doing so was sure to be hailed by the mob as a 'mincing Frenchman.'" And we all know that Frenchmen are weak, decadent sissies. If the French have it, we don't want it.
"One John Macdonald, a footman, who has favored the public with his memoirs, found as late as 1770 that, on appearing with a fine silk umbrella which he had brought from Spain, he was saluted with the cry of “Frenchman, why don’t you get a coach?”‘
Of course, it wasn't too long thereafter that it became a staple of British life, in the forms of both the umbrella and the parasol (because you can't resist the allure of the French forever, curse them!).
Although I'm sure in Edinburgh, where it's usually too damn windy to use umbrellas, you will probably still be called all sorts of Francophobic slurs if you use one. Probably. I only lived there a year–it didn't come up much.