To make it easier for you, think about a Pyramid. On the top of the pyramid you have " IN" it's more general and bigger. In the middle you have "On", it's more specific and smaller. and then you have "AT" which is very specific and smallest.
So when to use them?
-Prepositions of date & time:
IN: Centuries, decades, months and weeks.
ON: days of the week and dates. ( ex: On June 18th 1995, on my birthday, on friday etc..)
AT: Time (Hours and minutes ) and also ( At noon, at night, at christmas, at the moment, at sunrise/sunset etc...).
-Prepositions of location:
IN: use for Country, city , neighborhood (===> general and bigger topics/things !)
ON: use for Streets and avenues ( ====> it's more specific than "IN" !).
AT: use for Address and specific location ( ex: the store ==> At the store)==> it's very specific !
I hope this will help you to understand better the difference between IN, On and AT and also how to use it and when !