The most common and most likely answer to this crossword clue is the 7 plus 3 plus 4 letter word STRANGE BUT TRUE
I've seen this crossword clue in The Guardian
S
T
R
A
N
G
E
B
U
T
T
R
U
E
Buddy explains!
The straight part
We know that "A curious fact" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case a curious fact = strange but true.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.