Different uses/contexts, either in or at is okay.
Probably you know, but keep other locations in mind:
river --> pool, quarry, ocean, lake, reservoir, lagoon... In this set, ocean differs. You can go swimming in the ocean, but if using at you'd probably switch to "at the beach."
I think the uses are overlapping, but at seems to answer the question, "Where do you want to go (did you go) ~?" In seems to answer the question, "Where is he ~?"