应该说on the first day还是at the first day

[in]:
in 1999, in 20 century, in a flash(瞬时), in a lucky hour(在幸运时刻), in a minute, in a second, in a short time, in a while, in a wink(一瞬间) in advance(预先), in an emergency(在紧急地时候), in an evil hour(在不幸地时刻), in an instant, in ancient times, in broad day(在大白天), in course of, (在…期间), in December, in due course(及时地), in future, in good season(及时地), in no time(马上), in one's childhood, in one's spare time, in one's teens, in one's youth, in recent years, in season(适时), in seconds(在很短的时间), in some cases(有时候), in spring, in the afternoon, in the beginning, in the daytime, in the end, in the evening, in the future, in the long run(最后), in the meantime, in the morning, in the nick of time(在紧急关头), in the night, in the past, in the thick of (在最激烈的时刻), in the thick of(在最激烈的时刻), in this period, in those days, in time of war, in time
[on]:
on a certain day, on a sudden(突然), on a winter morning, on Christmas Day, on night shift, on one's birthday, on schedule(按时), on Sunday, on that date, on the eve of, on the following day, on the instant(马上), on the moment(立刻), on the Monday morning, on the New Year's Eve, on the next morning, on the point of(正在…时候), on the spur of the moment(立刻) on this day, on this occasion, on time
[at]:
at a time(在某时), at a wedding(婚礼), at all times(一直), at any moment, at any time, at Christmas, at dark (天黑时), at dawn(在黎明), at daybreak, at dinner-time, at dusk(在黄昏), at Easter, at first sight,(一见到), at first, at last, at midnight, at night, at nightfall, at noon, at present, at six clock, at sunrise, at sunset, at that moment, at that time, at the age of, at the beginning of , at the correct time, at the end of, at the last minute, at the moment, at the present stage at the same time, at the stage(眼下) at the start, at the time being, at the time of, at the very start, at this point(此时), at this season, at this time of day, at times(有时）

节日：除圣诞节前用at，其余均用on
方位：at在附近，on在正上方
时间：at接具体的时刻，on接具体的某一天
地点：at更具体
如和live 连用：
live at ：在哪一号住（具体到门牌）
live on：在哪一层楼住

应该是AT THE FIRST DAY 因为第一次是at first 口语比较好的人，一读就明白了

on
具体某一天用介词on
具体某个时刻用at

on多用于表示时间
at多用于表示地点