I want to know which sentence is correct.
After a two-hour flight, we set foot on Okinawa
After a two-hour flight, we set foot at Okinawa
I can't find the right preposition.
The first sentence is correct. "Set foot at" is very rare, per this Google Books Ngram Viewer chart, compared to "set foot on".
"at" would imply a specific place, rather than a general one (like the island of Okinawa). Something like "set foot at the very spot on Ellis Island where our grandparents had once stood".