on the first day还是at the first day

《剑桥高阶英汉双解词典》p.544 指出：“注意选用正确的介词与 day 搭配，通常用 on : On the second day of our holiday we went to the beach. 我们在度假的第二天去了海滨。In the second day of our holiday we went to the beach.(错误的用法）”

所以，on the first day of my holiday （正确），at the first day of my holiday（错误）