We arrived (at/in) our village (on/in/at) a lovely night in October.
The most common form would be We arrived at our village on a lovely night in October, but there's nothing inherently "incorrect" about using in for the first one.
For the second preposition, we usually use on in respect of days or nights (He'll come on Tuesday, We work on alternate nights). We tend to use in (or during) if the word day or night primarily means "daytime" as opposed to "nighttime" (or vice-versa) - but in that case we'd use the definite article, and it would be odd to include a modifier like lovely (We arrived in / during the night of October 12th).
You can also say We arrived at night (i.e. - at nighttime), but not ...at a night.
Your question is not an easy one to answer as English prepositions are tricky and difficult to distinguish.
Here are some rules of thumb.
Arrive can take both "at" and "in". The main difference is whether your designation is a specific and rather small place such as village or airport. You use "at" in such cases. You use "in" for big places such as city or country. But it is not wrong to use "at" before a city. There are some grey areas. But "arrive in London" is far more broadly used than "arrive at London".
At night and in the night are used to mean during the night. However, you have to use "on a lovely night" when you have an adjective or attributive noun before night. For example, "on Tuesday night" instead of "at / in Tuesday night".