first

表示“第一(点)”,“第二(点)”等用序数词first/second/third。如:

How can we learn English well? First, interest is the base of success. Second, practice is the key to learning English. Third, the beginners in English should be encouraged to pay attention to idioms.

而at first是说一个以后有变化的情况。如:

At first I didn’t like the job, but later I liked it very much.

同样表示次序的“最后”用finally。at last有经过一番困难或曲折的含义,如:

I went to several big bookshops but couldn’t find the book. At last I found it in a small shop on a small street.

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