If you want to explain to a foreigner how to learn when to use these words, you can say that the go from more general to more specific (in: more general, at: more specific).
in: for objects inside other objects, or for location in a big context: year, country,
on: on top of other objects, or for location in middle-scale contexts: day, street
at: for location on a very small scale: moment (exact time), at specific address
