GULLANE, 9 Jul 2015 (AFP) - The 25-year-old Dane's seven-under effort was good enough to give him a one-shot lead over England's Daniel Brooks who came in late with a 64.
A shot further back was a group consisting of American invader Jimmy Walker, Spaniards Adrian Otaegui and Alejandro Canzares, Englishmen Richard Finch, Matthew Nixon and Seve Benson and Johan Carlsson of Sweden.
Among those tied on 66 on a day of low-scoring on the composite East Lothian course were defending champion Justin Rose, American Ryder Cup players Rickie Fowler and Matt Kuchar and former US Open champion Graeme McDowell.
Scotland's Russell Knox, a last-minute callup for the injured world number one Rory McIlroy, had a 67.
Phil Mickelson, who won the tournament two years ago en route to his British Open triumph at Muirfield, also in Gullane, signed for a 69.
The 25-year-old Olesen is battling his way back to top form following a series of injuries, including a groin sprain after falling off a camel in Dubai last year and a hand injury that sidelined him for three months earlier this year.
He placed second in the Mauritius Open in May, but had struggled once again since then until Thursday when he returned to links golf he says he feels comfortable with from growing up in Denmark.
"Yeah, I do like it," he said of seaside golf. "Grew up in Denmark, used to playing in a lot of wind. so I think that helps me around links courses. Played well in The Open one year."
The key to his outstanding start was splitting the tight Gullane fairways and reaching all but one of the greens in regulation, the exception being the last where he still managed his par.
"Obviously been a tough time ... but I feel like I'm keeping my head up and keep fighting and keep practicing and it will come I think. I showed that today."
Walker, the third best-ranked player taking part after Rose and Fowler, admitted that he was still getting to grips with the special demands of links golf.
But he showed little signs of that in a bogey-free round of 65 that he said had boosted his confidence ahead of next week's British Open at St Andrews, a course he has yet to play a single round on.
Growing up and learning to play golf in Texas, he feels, helps him to deal with the shifting wind conditions that often prevail in eastern Scotland.
"I had a good two weeks at home after the US Open and it's golf, I don't know what's going to happen and you never know what you're going to get, but I felt prepared and I felt like I've been doing what I needed to do and whatever happens, happens," he said.
- Back to Basics -McDowell's opening 66 included a superb 30 on the front nine and came as a welcome return to form for the Northern Irishman who has struggled for form all year.
He missed the cut last week at the French Open, a tournament he had won in the two previous years, and he pledged after that to get the clutter out of his mind and get back to the basics.
His round could have been even better but for bogeys on the final two holes.
"Sat down and we looked at some swings from four or five years ago and tried to sort of simplify my thoughts a little bit," he said.
Defending champion Rose got it to four under after 16 holes, but he missed a three-footer at the next to fall back. He then made amends by sinking an 18-foot putt at the last for a 66.
"Good, solid start," was his verdict. "Felt like there was a score out there. You saw a 7 (under), lots of 5s on the board.
"Part way through my back nine I was kind of feeling like I wanted to finish strong and managed to make a putt at 16 and gave that back at 17 with a sloppy 3-putt. But it was nice to birdie the last."
Leading first round scores following the first round of the Scottish Open at Gullane Golf Club on Thursday:
63 - Thorbjorn Olesen (DEN)
64 - Daniel Brooks (ENG)
65 - Richard Finch, Matthew Nixon (ENG), Alejandro Canizares (ESP), Jimmy Walker (USA), Adrian Otaegui (ESP), Seve Benson (ENG), Johan Carlsson (SWE)
66 - Emiliano Grillo (ARG), Justin Rose (ENG), Graeme McDowell (NIR), Shane Lowry (IRL), Richard McEvoy (ENG), Matt Kuchar (USA), Gary Stal (FRA), Rickie Fowler (USA), Gregory Havret (FRA)
67 - Andrew Johnston (ENG), Mike Lorenzo-Vera (FRA), Jordi Garcia Pinto (ESP), Ryan Palmer (USA), Rikard Karlberg (SWE), Thongchai Jaidee (THA), Robert Karlsson (SWE), Niclas Fasth (SWE), Paul Lawrie (SCO), Tommy Fleetwood (ENG), Rafael Cabrera Bello (ESP), Pedro Oriol (ESP), Mark Foster (ENG), Russell Knox (SCO), Matthew Fitzpatrick (ENG)