Hi Ricardo! Here's a quick reference guide about "in" and "at" (as well as "on"):
https://www.espressoenglish.net/when-to-use-in-on-and-at/
Basically, "in" is used when we're being very specific about the location, whereas "at" is used when we're simply referring to the location in general.
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By the same token, British people don't study 'in university'. 'In' is the preposition that Americans use with 'college' so there is sometimes confusion about the overlap.
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In cases you're curious, 'at university' is BrE. Americans don't study 'at university.'