Peugeot driver Gronholm, four points behind Subaru's Burns in the drivers' standings, set the fastest times on the first five stages before Burns hit back with four stage wins.
"I haven't really found my true rhythm all day so maybe I have something in my pocket," said the Finn, who finished 4.9 seconds ahead of Burns.
"We didn't use any tactics to get track position for the second leg as I'm sure it will rain.
Burns, who has seen his WRC lead shrink to four points after two straight non-finishes, remained confident that he could become only the third non- Nordic winner in the event's 50-year history.
"It wasn't too bad running first on the road and apart from a little trip into a ditch there has been no problem," Burns said.
"I'm putting a lot of trust in my pace notes and I have more speed available. I was able to pull back some time on Marcus and it should be an interesting second day."
Impressive
Finn Harri Rovanpera, without a works' drive after being dropped by the struggling SEAT team at the end of last season, put in an impressive performance to finish the day in third in a privately-entered Toyota.
Briton Colin McRae remained well in touch in fourth position but insisted he would need to find more speed from his Ford Focus after being outpaced by the leaders.
"It took a while to get in the groove and I still lack experience on the stages," he said.
"I think the day didn't go too badly, but it's not been brilliant either.
"We lost time on every single stage and we need to be faster to compete with the leading two drivers. They are ahead of me in the championship so I need to get on the pace."
The drivers move on to tackle Saturday's 694.9km second leg which is situated south-west of the event's Jyvaskyla base.
Standings after the first day:
1. Marcus Gronholm/Timo Rautiainen (Fin) Peugeot 206 WRC 1hr
03min 22.4sec
2. Richard Burns/Robert Reid (Gbr) Subaru Impreza WRC +4.9 seconds
3. Harri Rovanpera/Risto Piatilainen (Fin) Toyota Corolla WRC +25.5
4. Colin McRae/Nicky Grist (Gbr) Ford Focus WRC +33.3
5. Juha
Kankkunen/Juha Repo (Fin) Subaru Impreza WRC +42.8
6. Tommi
Makinen/Risto Mannisenmaki (Fin) Mitsubishi Lancer +45.2
Related to this story:
Finns threaten Burns' lead
(18 Aug 00 | Motorsport)
McRae sticks with Ford
(04 Aug 00 | Motorsport)
Gronholm wins in NZ
(16 Jul 00 | Motorsport)