We use "at" for specific times.
- School starts at twenty past eight.
- The next bus leaves at half past seven.
We use "on" for days and dates.
- We are going to Stockholm on Sunday.
- I go shopping on Saturdays.
- I was born on the third of May.
We use "in" for unspecified times during a day, a month, a season, or a year.
- Swedish schools begin their autumn term in August.
- I was born in 1955.