The preposition "at" is used to refer to a point in time: at 5 o'clock; at Christmas; at an early age.
The specific point in time does not have to refer only to hours, minutes or seconds.
It can refer to and be used to refer to a point in time or a period of time, such as the years when someone is young or old.
For example: They shouldn't be playing football at their advanced age.
So, as the others have pointed out: Children learn a second language at an early age... [correct]