Looking on the internet deeply has found these results:

at the first opportunity is the most popular phrase on the web.

on the first opportunity 117,500 results on the web	at the first opportunity 13,610,000 results on the web More popular!
Some examples and use cases from the internet:	Some examples and use cases from the internet:
This is regardless of their performance on the first opportunity. Therefore, further assessment opportunities need to be carefully planned; Any further opportunity�... Jun 18, 2013 ... Liang Rong on The first Opportunity Recognit� Miurel on The first Opportunity Recognit� The Network Society:� on The Networked Society�... Jun 25, 2013 ... Liang Rong on The first Opportunity Recognit� Miurel on The first Opportunity Recognit� The Network Society:� on The Networked Society�... Jun 25, 2013 ... Liang Rong on The first Opportunity Recognit� Miurel on The first Opportunity Recognit� The Network Society:� on The Networked Society�...	My daughter fires you, and you run back at the first opportunity. Jackson was determined to kill the Bank at the first opportunity, and wasted no time in trying to do so. Since you are without funds you will leave Macao at the first opportunity. Which I'm sure you'll do at the first opportunity. But I will, of course speak to Lev Nikolayevich at the first opportunity. I will be delighted to fight you at the first opportunity. He sounds like a young man ready to take charge at the first opportunity. I shall at the first opportunity.

on the first opportunity

117,500 results on the web

at the first opportunity

13,610,000 results on the web

More popular!

This is regardless of their performance on the first opportunity. Therefore, further assessment opportunities need to be carefully planned; Any further opportunity�...
Jun 18, 2013 ... Liang Rong on The first Opportunity Recognit� Miurel on The first Opportunity Recognit� The Network Society:� on The Networked Society�...
Jun 25, 2013 ... Liang Rong on The first Opportunity Recognit� Miurel on The first Opportunity Recognit� The Network Society:� on The Networked Society�...
Jun 25, 2013 ... Liang Rong on The first Opportunity Recognit� Miurel on The first Opportunity Recognit� The Network Society:� on The Networked Society�...

My daughter fires you, and you run back at the first opportunity.
Jackson was determined to kill the Bank at the first opportunity, and wasted no time in trying to do so.
Since you are without funds you will leave Macao at the first opportunity.
Which I'm sure you'll do at the first opportunity.
But I will, of course speak to Lev Nikolayevich at the first opportunity.
I will be delighted to fight you at the first opportunity.
He sounds like a young man ready to take charge at the first opportunity.
I shall at the first opportunity.