Broadly speaking, in refers to something that already exists inside something, while into implies motion from outside to inside.
Dexter was in the room at the time of the murder.
Dexter went into the room shortly before the murder.
People often use in instead of into, especially if in is preceded by an adverb:
Max went down in the mine with the rest of the crew.
This is an informal usage, but you will hear it a lot. Nevertheless, if you follow the general rule listed in my first sentence, you should be able to understand the difference and make yourself understood.
