Both "firstly" and "first of all" are used when there is a list or subsequent events. "First" is used like that as well.Originally Posted by Lee
First/firstly/first of all I will cover idioms; second/secondly/second of all I will discuss cliches.
All of these mean "in the first place" or "to begin with".
"At first", means "initially", "at the start".
At first, I thought she was stealing money from me, then I found out she was actually stealing merchandise.
Does that help? :)