at first and first

We use at first to talk about the beginning of a situation, to make a contrast with something different that happens/happened later. At first … is often followed by but.

• At first they were very happy, but then things started going wrong.
• The work was hard at first, but I got used to it.

In other cases, we usually prefer first.

• That’s mine – I saw it first! (not … I saw it at first.)
• We lived there when we were first married. (= … in the early days of our marriage.) (not … when we were at first married.)
• First, I want to talk about the history of the problem; then I’ll outline the situation today; and then we’ll discuss possible solutions. (not At first, I want to talk …)

note

Note that at last is not the opposite of at first, (see here).

For first(ly) as a discourse marker, (see here).