At--> Specific place
E.g. At the crossroad, at the grocery store, at school, at the reception,
In
--> Countries and within 'borders'
E.g. in the Netherlands, in Germany, In the box, in jail, in my pocket
On
--> Surface (oppervlakte) or public transport
E.g. On the wall, on the table, on the roof, on the bus, on the train, on the plane