Or "Establishing Shot" in film vernacular.

It says "this thing matters, notice it".

MY BRAIN, GET OUT OF IT!

You're not wrong, but I will point out that the word "advantage" carries with it the encouragement to take advantage  of it. Establishing a Fact ... sounds more inert.

And sounds like another game...

Is it, though?  You might Create an Advantage by breaking a wall down and distributing debris.  Establishing a Fact sounds like a euphemism in that context.  It sounds like a more narrative thing, as in a player using a knowledge skill to declare some historical event as having happened.  The latter is also a Create Advantage action, so the term works better for both doing things and making up world information.

That was convoluted, but there you have it.

Establishing a fact is something you can do by simply spending a fate point too right? In fact can't an aspect just come into being because it makes sense to? No roll required?

Well, as an example, if you trip someone, you're establishing the fact that they're on the ground ;)