Prepositions – Correct Preposition for Rate

Level can mean two things - how something measures against a scale, and a platform one stands upon.

If by "level" you mean "how high, how much," at is used. Think of a scale, like that on the side of a measuring cup, and with this use of level you are asking where the thing you are measuring lies on such a scale. You would typically use the preposition at when answering where.

If by "level" you mean a platform one stands upon, on is used.

Also, @MrTheWalrus is 100% correct, on a certain level is an idiom and should be treated as a special case. So is on the/that/a same level:

Her and I were on that same level.

This is an informal (if not slang) idiom that means the two people here had a mutual understanding about something, likely not explicitly spoken.

First, you have to write "the sea". Also, this is not an issue of grammar but meaning.

More context is necessary to choose, but in general:

He went to the sea alone.

This means you went to the area near the sea. If I went to a coastal area, I could say this. But it does not really mean in/on the water.

He went into the sea alone.

This means he went from being "out of the water" to "in the water".

He went in the sea alone.

Same as "into" when using went, since motion is indicated.

Generally I would use on the sea when you are traveling in a boat.