Atomically thin films of III-VI post-transition metal chalcogenides (InSe and GaSe) form an interesting class of two-dimensional semiconductor that feature strong variations of their band gap as a function of the number of layers in the crystal [1-4] and, specifically for InSe, an earlier predicted crossover from a direct gap in the bulk [5,6] to a weakly indirect band gap in monolayers and bilayers [7-11]. Here, we apply angle resolved photoemission spectroscopy with submicrometer spatial resolution ($mu$ARPES) to visualise the layer-dependent valence band structure of mechanically exfoliated crystals of InSe. We show that for 1 layer and 2 layer InSe the valence band maxima are away from the $mathbf{Gamma}$-point, forming an indirect gap, with the conduction band edge known to be at the $mathbf{Gamma}$-point. In contrast, for six or more layers the bandgap becomes direct, in good agreement with theoretical predictions. The high-quality monolayer and bilayer samples enables us to resolve, in the photoluminescence spectra, the band-edge exciton (A) from the exciton (B) involving holes in a pair of deeper valence bands, degenerate at $mathbf{Gamma}$, with the splitting that agrees with both $mu$ARPES data and the results of DFT modelling. Due to the difference in symmetry between these two valence bands, light emitted by the A-exciton should be predominantly polarised perpendicular to the plane of the two-dimensional crystal, which we have verified for few-layer InSe crystals.