AT

We use AT with specific times (hour / minutes).

• I get up at 7 o'clock.
• My English classes starts at 10am.
• She finishes work at 6.15
• I left the party at midnight.

Midnight (and midday) is a specific hour which is why we use AT.

12am = midnight --- 12pm = midday / noon

ON

We use ON for specific days and dates.

• I will return it to you on Wednesday.
• They got married on Friday the 13th.
• We get paid on the 20th of every month.
• I drank too much on New Year's eve.

Remember that for dates, we use ordinal numbers.

E.g. the First of September (not the one of September)

IN

We use IN for specific months, years and seasons.

• My birthday is in January. (I don't mention the date, just the month)
• My grandmother was born in 1927.
• The river near my house is dry in Summer.

Compare:

The New Zealand National day is in February. (I don't mention the day - only the month)

The New Zealand National day is on February 6th. (I mention the day - the order is not important)

Summary

Remember! We do not use at, on, in or the with the following expressions:

Today, tomorrow, yesterday, this morning, tonight, last, next, every.