There are over a hundred prepositions in the English language and you can use any one that you want to use. Give me a preposition, and I'll find you a sentence using that preposition with bridge. Here's an example with "in" and "bridge": Imagine two photographers, Bob and Tom, who are trying to take pictures of birds. Bob suddenly sees an eagle land in one of the towers of a big bridge. He becomes excited and says to Tom: "Wow! An eagle!". Tom says "Where, where?" Bill says, "It's in the bridge over there". "In" works better than "on" in this example, though "on" wouldn't be wrong. However, a bird is so small and hard to see. It's hidden "in" the bridge. A bird isn't like a car or a truck that would be visibly "on" the bridge.

First, ‘bridge’ has several meanings. You could certainly say something like ‘There’s steel in the bridge.’ (Some of the components of the bridge across the river contain steel) As far as sitting goes, I can’t think of a natural example with ‘in’. Ships have bridges and they could be inside, but usually aren’t. But even then ‘on the bridge’ sounds more normal. Perhaps it could sound ok in certain situations where you are contrasting that location with an outside location.