If this is a closed in porch area, then no problem, but if an addition to the home.
I first imagine that code enforcement would really frown on this as a roof or any part of a roof. So, first, I would check here. Then I would consider re sale value or what this would do to the value of the home.
I imagine that a closed in patio area would be no problem at all. Matter, of fact, I have done the very same thing with my patio cover. I just built four walls, added three windows, a dutch door and screen, did some electrical stuff and we enjoy the seasons out there.