At vs. On

'On' is used when you refer to a particular day or one day of the holiday. On Wednesday,on Christmas, on Easter day, on Thanksgiving day.

- He came here on Easter day.
- We are going to start our trip on Christmas.

'At' is used to refer to the whole of the holidays at Christmas,New Year,Easter and Thanksgiving. So at Christmas means during the season in which Christmas occurs.

- We are going to take a trip to Brazil at Christmas.
- He stayed here at the weekend.

Note that British people say at the weekend, Americans say on the weekend.





Source:
English-test.net