Can you apply to Oxford and Cambridge University because I heard you can only apply for one of them?

There is some truth to that. Oxford and Cambridge are collectively known as Oxbridge University. In each University, there are over 30 colleges. You must choose one of those colleges to live and study in, or the University will choose it for you. You can apply to one or the other, but applying to both is somewhat pointless as they are considered to be the same entity as far as education goes.