This is not true. There are the shrew opossums which despite the similar common name are a separate order from the "true" opossums, of which the Virginia opossum is only one example. And the monito del monte is another marsupial in the Americas which is even more distant from the opossums.

The fact you may be thinking of is that the Virginia opossum is the only marsupial native to the United States (and bits of Canada). I feel like I've heard it phrased as "native to North America" before but even that isn't true because there are other opossum species in Central America and into Mexico as well.