for the first time和the first time和at the first time有什么区别?

例
The first time he came,I knew what he wanted.
When he came for the first time,I knew what he wanted.
At the first time,I didn't know what he wanted.
for the first time 做时间状语,意思为第一次
the first time 做状语从句的连接词,放在从句前
at the first time 做时间状语,意思为起初