They can all mean "first" but also have their own connotation. 1) 처음: (noun/adverb) literally means "first time / first occasion". * 처음에: first, 처음으로(for the first time), 처음부터(from the start) * Emphasis is on "the first stage" of something, not comparison with others 2) 일단: (adverb) as a first step. Once something happens/occurs... * stresses "doing/acting/happening without thinking/preparing too much". 3) 먼저: (adverb) before anyone / anything else. * implies "before something/someone else" Examples can show their different usages. - 난 처음에 네가 남자인 줄 알았어: In the beginning(at first sight) I thought you were a man. - 이 일은 처음부터 잘못됐어: This matter went wrong from the beginning. - 처음 느낌 그대로..: Just the way we felt in the beginning.. - 처음 본 사람: a man I saw for the first time. - 일단 점심부터 먹자: Let's first have lunch (and then do other things). - 그는 일단 시작하면 멈추지 않는자: Once he gets started, he won't stop. - 너 먼저 가: You leave first (before I do). - 닭이 먼저냐 달걀이 먼저냐: Which came first, the chicken or the egg. - 먼저 할 일, 나중(에) 할 일: Things to do first, things to do later.

First of all, '처음' is the correct word, not '초음'. That three words are meaning the word 'priority'. There has no specific problem using three words randomly. The nuance of these is like 'First', 'At the beginning', 'Once' and 'Start from'.