It would have been nice if we had been warned that there is no difference between Opera and Opera House.
Isn't there a difference between 'opera' & 'opera house'?
Surely it should be au opera as opera is masculine?
It is masculine. But "au" is the contraction of à + le. However à + l' always stays the same. In other words, you won't ever find "au" before a noun beginning with a vowel sound.