Is there any specific places I can not perform prayer?

I live in a house with 5 people including myself and I am the only Muslim living here. I'm still new to Islam and practice prayer but I wish to not be disturbed. I share a room with someone and he comes and goes in our room many times throughout the day. I was wondering if a closet will be okay to pray. Will this be alright? I wouldn't want to perform prayer in the bathroom because I doubt that is acceptable. or is it?