Welcome to the forum, shamsollah.
Your sentence would mean that you are near the roller coaster — probably in the queue (line) waiting to get on.
Click here to see pictures of roller coasters.
If you were riding the roller coaster, you'd say 'We are on the roller coaster'.
Please note that a better title for your thread would have been We are at the roller coaster.
Extract from the Posting Guidelines:
'Thread titles should include all or part of the word/phrase being discussed.'
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