Justin Henin began her Sony Ericsson Championship defence with a 6-1 7-6 (7-4) win against Anna Chakvetadze.
Henin was not at her best but it was good enough
Maria Sharapova also had to work hard in her second set against Daniela Hantuchova before winning 6-4 7-5.
Ana Ivanovic chalked up the biggest win of the night, downing world number two Svetlana Kuznetsova 6-1 4-6 7-5 in a match which finished at 0030 in Madrid.
The WTA's season-finale features the world's top eight players, initially in a two-group round-robin format.
Henin and Chakvetadze are the yellow group, along with Australian Open winner Serena Williams and world number three Jelena Jankovic.
The red group features 2004 champion Sharapova, Kuznetsova, Ivanovic and Hantuchova. The top two from each advance to the semi-finals.
World number one Henin eased through the first set, but her Russian opponent fought back in the second only to gift the tie-break to the Belgian.
French and US Open champion Henin, 25, chasing her 10th title of 2007, said: "It's good to win the first match especially in a round-robin - it gives me a lot of confidence."
Chakvetadze, 20, playing in the event for the first time, said: "I was very disappointed with the first set. I was so sleepy, I didn't move well, didn't serve well. It was horrible."
Sharapova's season has been decimated by injuries, including an ongoing shoulder problem, and she has played only twice in the last two months, losing both matches.
She looked sharp against Hantuchova but failed to take four match points in the second set and was broken for 5-5 before pulling through against the Slovak.
Ivanovic celebrated her 20th birthday with a victory
"I wasn't thinking about the shoulder, that's the main thing," said Sharapova after sealing victory.
"The doctors said it can't get any worse by playing so I have to go out there not thinking it's going to hurt.
"I'm not surprised by this performance because I know I am capable of great tennis. I am not thinking about the injury - I am here to compete."
Ivanovic, the youngest of the eight players in Madrid, celebrated her 20th birthday with a third successive win over Kuznetsova.
The Serbian raced through the first set and into a 3-0 lead in the second before Kuznetsova finally got her forehand working.
After battling back to level at one set all, the Russian slipped a break down in the decider before recovering again to get back to 4-4.
In the end, it was French Open finalist Ivanovic who held her nerve, with Kuznetsova netting a forehand at match point down in game 12.
"I knew I had to start well because she is such a strong player and I tried not to give her too many chances and it worked well for me," said Ivanovic.
"At the end, I tried not to think about the score any more, but I'm really happy I was able to stay calm and break her."