One
of the earliest known kinds of skylights were open holes in
domed ceilings.
These openings were
called oculi (oculus, singular, which is Latin for "eye")
and would allow rain in as well as sunlight.
Later (also in Italy, interestingly enough) as domes
developed futher, they began incorporating "lanterns" atop them,
sometimes also with small apertures in the domes themselves.
These lanterns and apertures would have glass in them to keep
out the elements.
The light channeling into the interiors of the buildings would
often add to the drama of the architecture.
Photo: Picture of the dome of Florence Cathedral (Santa Maria
del Fiore.