Interior walls for garden bar

[ml76]

I've recently purchased the attached garden bar made of timber.

 

I now need to get the interior completed but I'm unsure of the right way to go for the walls & ceiling.

 

I'm certainly going to put rolls of insulation between all the beams, but then what covers them I'm undecided.

 

One recommendation was to use moisture resistant MDF but it's expensive and also hard to install (this room is 7x5 meters).

 

Another option I think is to use wall boards / panels, which are easier to install but I'm unsure if they'll make the room cold.

 

Any input appreciated.