In is uses for when you're inside something eg i'm in the house, or for when you're in a city or a country eg she's in Spain, he's in London.
At is used for when you're at an even eg at the party, at a concert or generally certain states such as at school, at home, at work, at the cinema. You also say at the weekend.
On is when something is on top of another thing eg on the chair and saying how you travel eg on the plane, on the bus, on my bike ( but it's in the car). It's also used with days eg on Monday and if something is switched on eg the light is on, the TV is on and with phrases such as on loan, on order, on the way.
Hope that helps :)