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FeSe is arguably the simplest, yet the most enigmatic, iron-based superconductor. Its nematic but non-magnetic ground state is unprecedented in this class of materials and stands out as a current puzzle. Here, our NMR measurements in the nematic state of mechanically detwinned FeSe reveal that both the Knight shift and the spin-lattice relaxation rate 1/T_1 possess an in-plane anisotropy opposite to that of the iron pnictides LaFeAsO and BaFe2As2. Using a microscopic electron model that includes spin-orbit coupling, our calculations show that an opposite quasiparticle weight ratio between the d_xz and d_yz orbitals leads to an opposite anisotropy of the orbital magnetic susceptibility, which explains our Knight shift results. We attribute this property to a different nature of nematic order in the two compounds, predominantly bond-type in FeSe and onsite ferro-orbital in pnictides. The T_1 anisotropy is found to be inconsistent with existing neutron scattering data in FeSe, showing that the spin fluctuation spectrum reveals surprises at low energy, possibly from fluctuations that do not break C_4 symmetry. Therefore, our results reveal that important information is hidden in these anisotropies and they place stringent constraints on the low-energy spin correlations as well as on the nature of nematicity in FeSe.