at first / firstly
at first = it is used to talk about the beginning of a situation, especially in order to make a contrast with something different that happened later
I didn't like John much at first, but now we are best friends.
firstly = it is used to introduce the first of a list of points we want to make
I have several reasons for my decision to quit the job. Firstly, it isn't challenging enough. Secondly, I don't like the working hours. Lastly, the salary is too low.
Insted of firstly, we can use first or first of all.
First of all, let me have something to drink. (= before doing anything else)
at last / lastly / at least / last but not least
at last = it is used when something happened after a long time, especially when there has been some difficulty
At last, after ten hours on the train, we arrived at the hotel. (We can also use finally or in the end in this meaning.)
lastly = it is used to introduce the last in a list of points we are making
Here is the list of your homework tasks: first, do exercise five; secondly, revise new vocabulary; and lastly, finish the project.
at least = it is used to add a positive comment about a negative situation
The climbers didn't reach the top of the mountain, but at least they came back safe and sound.
last but not least = an idiom used when mentioning the last person or thing of a group, in order to emphasize that they are not less important than the others
Last but not least, I'd like to thank my wife for her enthusiastic support.
last/latest
last = the most recent
Peter had a birthday party last Friday.
Have you read Graham Greene's last novel? (= the last one he ever wrote)
latest = the newest
Have you already read Graham Greene's latest novel? (We emphasize that the novel has been published recently.)
Last can also mean 'the one before': His latest novel is much better than the last one.
late/lately
late = after the usual or arranged time
The train arrived twenty minutes late.
lately = in the recent past; recently
I haven't been sleeping well lately.
finally/eventually/possibly
finally/eventually = after a long time, especially when there has been some difficulty or delay
After I had spent two hours in a traffic jam, I finally managed to get to work.
The chess game lasted for five hours and eventually ended in a draw.
To introduce the last in a list of things, we should use finally or lastly, not 'eventually'.
Finally, I'd like to thank you for your attention.
Eventually is a false friend in our languages. In English, it is not used to express the idea of possibility. For this meaning we should use possibly, maybe, potentially, etc.
possibly = it is used to express that something might exist, happen or be true; perhaps
Even though the game ended in a draw, it was possibly the best one I've ever played.
every year / yearly / annually
every year = it is used as an adverbial expression of frequency
We go trekking in the Alps every year.
yearly = happening once a year or every year; valid for one year (used as an adjective)
My salary is reviewed on a yearly basis.
My father's yearly income is about 15,000 euros.
annually = once a year (used as an adverb)
The Wimbledon tennis tournament is held annually.
everyday / every day / daily / all day
everyday = happening regularly; ordinary, usual (used as an adjective)
Jogging is an inseparable part of my everyday life.
every day = it is used as an adverbial expression of frequency
I go jogging every day except Sundays.
daily = happening, done or produced every day (used as an adjective); every day (used as an adverb); a newspaper published every day except Sunday (used as a noun)
I've been following the same daily routine for years.
This shop is open daily from 8 a.m. to 6 p.m.
The story of the accident was in all the dailies.
all day (long) = the whole day
I was totally exhausted because I had been working hard all day long.
Right, it's time to call it a day (= to stop doing something). You don't need to study English all day long, but it's a good idea to keep practising it as part of your daily routine. Day by day, slowly but surely, your English will improve.