The windows were closed at the time of the incident. You are quite correct. What you saw is known as ball lightning. This is a type of lightning that can appear after an ordinary lightning strike. It may be in the shape of a sphere, a rod or a dumb-bell, and it floats around making little or no noise.
Ball lightning seems to prefer enclosed spaces and has even been reported inside aeroplanes.
The ball comes in various colours and sizes, and may pulsate or shine steadily. To answer your question about whether your life was in danger, I can only pass on the example of the man who was struck by ball lightning in 1754 while trying to repeat a kite-lightning experiment described by Benjamin Franklin. The ball lightning formed after ordinary lightning struck the rod and created a ball. This then hit the man on the head, killing him instantly and leaving a red spot on his forehead and two holes burnt into the soles of his shoes. However, it would appear that this incident was a particularly bad case.