Prepositions are little devils because there are a lot of them and they can be confusing. Often you have to memorize them with certain words - just like you memorize new vocabulary.
Prepositions are used to show relationships to time and space. Here are some examples and explanations:
Place - in, on, at
In, on and at have similar meanings, but they are used with different kinds of places. In is usually used before large places or very small places (smaller than those used with at). On is usually used before middle-sized places. At is usually used before numbers and addresses.
There are certain place phrases using these prepositions which do not follow the rules or may be confusing. Here are some of them: