Why do we say we're "on the train" or "on the plane"? We're traveling inside the train or plane, aren't we? Why don't we say we're "in the train" or "in the plane"? We don't for the same reason that we do say we're "in the car." But why don't we say we're "on the car?" The car is a mode of transportation like the train and plane, isn't it? The answer is: Usage. Usage dictates that even if it isn't logical or strictly grammatical to say something a certain way, we do it anyway, because that's the phrase that the culture has agreed on.
When a phrase is always used the same way by speakers of a language, it is known as an idiom. A lot of idioms are prepositional phrases.The preposition that begins the phrase may not always seem the best one to use, but English language learners should memorize them if they want to go with the flow--that is, if they want to sound American. Here are a few more: "In the mood;" "in a tight spot;" "(go) with the flow;" "between a rock and a hard place;" "out of your mind;" "under the influence;" "(get) over it;" "(water) under the bridge;" "down memory lane."