Planetary #9 entitled "planet fiction" begins with a rocketship, but it isn't just any old rocketship. It's the sort that you find on covers of Astounding Stories or Amazing Stories magazines.
Even though the nods to Grant Morrison are strong in this one, I think it's wise to look at the clues related to the project that the Planetary team invades.
Planet Fiction must be a nod to Planetary Fiction or Planetary Romance, probably the earliest science fiction genre to come about in America, and it covers everything from Flash Gordon to Star Trek and Star Wars. From the clue involving the ship at the beginning, it's not too much of a stretch to say that the "fictitious world" they entered and returned from was in this genre.
Now, it is important to note that the project is concerned with fiction's relationship to their world. It is also important to note that this is a fictional character speaking about fiction in his world to other fictional characters. It's safe to say that "fiction" in a fictional world functions differently than fiction does in our "real" world... unless our world is fictional too.
At this point though, look at the very first work of fiction that founded the entire Planetary Romance genre: Edgar Rice Burrough's A PRINCESS OF MARS. In that, the hero John Carter - a man who's lived so long he can't remember much of his past but has never physically aged past 30 - finds himself somehow transported to Mars - Barsoom to the natives - where he has superhuman strength and whose skill with a sword soon wins him rulership of the entire planet.
It's also important to note that the novel - serialized in magazines like Amazing Stories - is written by a fictional author who claims to have known John Carter since childhood and that this is Carter's story as delivered to him. Already, we are in a strange metafictional space with a fictional story claiming that it is authentic by using the device of a fictional narrator, who is not the protagonist, from the fictional world delivering the story to real readers.
It is strange, but it serves to transport the reader into the tale as if it actually occurred. It creates a strange relationship between the story and reality - a "weird" relationship for "weird fiction."
Now, Barsoom is not really like the actual Mars and John Carter's abilities on the planet defy physics. Just as Superman's would much later with much the same explanation. So, it is as if John Carter, in the world of the narrator, found a way to transport himself to a fictional Mars.
In my opinion, this fictional Mars is the world that the project's "fictionauts" visited. And I believe that though he is never named, it is in fact John Carter who was the person that they brought back with them. A swordsman who can defy the laws of physics when he slices them to pieces.
Of all the early pulp predecessors who've shown up in Planetary, Carter is the most obvious omission. Tarzan shows up as do Holmes, Dracula and even Frankenstein in some form. Carter, as mentioned, influenced everything from his contemporaries in Flash Gordon and Buck Rogers to Paul Atreides, Luke Skywalker and later James Cameron's AVATAR. He was one of the most obvious influences on the Golden Age Superman and it's likely he was an influence on Conan, Elric and pretty much every sword and sorcery hero since then.
Also, another Carter provided a weird counterpoint to the Warlord of Mars. Randolph Carter, created by HP Lovecraft, also had the power to travel to strange lands, and Alan Moore even made him the grandson of John Carter in his League of Extraordinary Gentlemen.
The fact that John Carter doesn't appear anywhere else in the series is strange considering how important he was to genre fiction and its history that Planetary deals with. Carter, like Tarzan, was also a much darker hero who followed his own code and would be ruthlessly brutal with anyone who threatened him. The last thing in the world that he wants is to return to Earth even though in later stories, he found the secret to doing that at will. So, the likelihood is that once he determined his captors intentions, he simply went back to his queen and world - the "fiction planet" of Barsoom.