Seeking a second successive Major title on the over-50s Champions Tour, Perry birdied two of the three par-fives in challenging conditions on the way to a three-under-par 67 at Omaha Country Club.
Perry, who won last month's Senior Players Championship by two shots, managed to avoid the notoriously thick rough on the hilly layout to end the day as one of a record seven co-leaders after the opening round at the event.
Also carding 67s were Michael Allen, Jay Don Blake, Gary Hallberg, Tom Lehman, Mark O'Meara and Fred Funk.
The previous record for the number of co-leaders after the first round was five, set in the 1997 US Senior Open at Olympia Fields outside Chicago.
Germany's Bernhard Langer was a further stroke back after a 68, along with Australian Peter Senior, American Rocco Mediate and Taiwan's Lu Chien-soon.
Perry, a 14-times winner on the regular US Tour, was delighted with his impressive start, having mixed five birdies with two bogeys to climb to the top of the leaderboard.
"I took care of the par-fives today and drove it nicely, kept it in the fairway, kept it in play," Perry said.
"Like I said yesterday, if I hit it in the fairway, I really like my chances on this golf course.
"I only missed a couple of fairways today so I was always attacking the pins. I could have shot a couple better, but I made two poor bogeys. I three-putted the par-three, five, and the other bogey I missed the green and didn't get up and down.
"You make five birdies in Open conditions, as tough as it was out there, I was very happy with that. That's about as good as I could do."
On Wednesday, Perry said in his pre-tournament news conference that he held a "a huge advantage" on the 6,711-yard, par-70 layout with his power game, mainly because of a new driver he put in his bag two months ago.
He delivered in style on Thursday with several booming tee shots as he hit nine of 13 fairways and reached 14 of 18 greens in regulation.
"It automatically put length on me, and it put in accuracy," said Perry of his new driver. "It's really freed me up off the tee, so I'm very happy with that. That's why I'm playing more aggressive.
"If you're off target this week, you're going to shoot a really high score. The rough is brutal, and you're going to be in some spots where you're going to struggle to make double (bogey) from.
"I was lucky. I stayed away from all those areas, I was able to drive it beautifully. I hit my irons okay, putted okay. It's just a matter of executing and keeping that driver in play."
Tom Watson, an eight-times Major champion on the US Tour who has added six more Majors in the senior ranks, opened with a level-par 70 despite not being in form with his approach play.
"The one thing I did very well today was my lag putt," said the 63-year-old, who will captain the United States Ryder Cup team against holders Europe at Gleneagles, Scotland in 2014.
"I didn't hit the ball very well with my irons. Even though I was in the fairway most of the time, I didn't get it very close to the hole at all today.
"I did a real good job of lag putting and finishing the deal on the green. That was the positive."
Englishman Roger Chapman, who won last year's US Senior Open by two strokes in Lake Orion, Michigan, launched his title defence with a 74.
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