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Baba Yaga is correct.

However, I personally believe "in the beginning" doesn't sound very nice in general. In the second situation Baba Yaga mentioned, I most likely wouln't use either of these...

The bottom line:

When you specifically state the time, use "at the beginning"

At the beginning of the month - NOT in the beginning of the month.


When you don't state the time, or it is...