If my first ultrasound done at 9 weeks 1 day was off compared to my LMP by one day does that mean my conception day was one day off?

1 day difference. Mathematically speaking a sonogram can not be 1 day off. This is statistically within the margin of error. At 9 weeks the margin of error is about 5 days in an experienced sonographers hands. You can not be more exact than than. In your case the calculated due date/conception date are the same from your sonogram and last period.