This is a very basic principle: you use "in" for periods of time. "On" is used for days and dates. "At" is used for specific points in time which are met (eg. hours, but also for anticipated dates).
"In early January." is the only one which makes sense.
2011年12月21日
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"In" :)
2011年12月21日
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Thank you!
2011年12月21日
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bbb eki is right " in early January" is the correct one to use in a sentence