I was told the store opened at nine, but in fact it didn't open until ten.

in 在这里是介词，表示"在...之中"或"处于某种状态"。 fact 是名词，意思是"事实、实际情况"。 in fact 是一个固定短语，意思是"实际上、事实上"，用于指出真实情况与之前说法不同。