| Comment | Good question. It's less clear-cut in English than in German, as far as I know.
In English, it depends partly on whether you're thinking of the island as a destination, or as a physical land mass surrounded by water. Most vacation islands are actually destinations, so you could probably arrive at Majorca. You might say that if you were looking at your itinerary and seeing when you would be where.
If the island happens to be a political entity, you're crossing a border, so you would arrive in it. For example, you definitely arrive in Hawaii if you're referring to the state (which is usually the default). If you think of Majorca in this way, like an independent place, you could also arrive in Majorca. You might say that if talking to someone who was already there, a resident or someone you were going to meet.
'On' suggests a landing from above. In a plane, you could land on Oahu, or on the big island of Hawaii. (The US state is composed of several islands, only one of which, confusingly, is named Hawaii.) But it could sound a little strange, because really you're not landing on the whole island, only the runway at the airport. So, although you could also say arrive on Majorca if you're flying in, that probably wouldn't be my first choice.
When you arrive from the same level, it's 'at.' So in a boat, you would arrive at Majorca, though you could indeed set foot on Majorca after that.
You very definitely do not arrive *to any place in English. You do arrive at the airport, or arrive in Palma.
And you can also just get to Majorca, which is what many of us might say in normal conversation, as 'arrive' is rather formal.
Hope that's sufficiently confusing. My short rule of thumb would be: Even though it's 'auf' in German, it's much less likely to be 'on' in English.
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