I think the idea of memory “palaces” comes from Saint Augustine in Confessions (unless someone out there knows of an earlier mention of “palaces” somewhere).
Here’s the passage:
And I come to the fields and spacious palaces of my memory, where are the treasures of innumerable images, brought into it from things of all sorts perceived by the senses. There is stored up, whatsoever besides we think, either by enlarging or diminishing, or any other way varying those things which the sense hath come to; and whatever else hath been committed and laid up, which forgetfulness hath not yet swallowed up and buried.
Some people use “memory palace” to only refer to memory journeys in buildings. Others use terms like method of loci, memory journey, memory palace, and mind palace interchangeably.
The term that I like best so far is “memory spaces”. (See The Memory Code.)
Here are some related discussions: