Perry, playing for the first time since losing the Masters Tournament in sudden death, shot 69.
Perry parred his first six holes, had five birdies on the next six, then had bogeys on 15 and 17.
"I need to kind of get back in the thick of a tournament," Perry said. "I really felt good out there today. I did lose focus a little bit and kind of think a lot about two weeks ago, what was going on, but I mainly got tired. I mainly got tired mentally, which got me tired physically."
The 48-year-old Perry said he had a headache by the time he finished and wanted to get a good meal and a good night's sleep.
Perry, who led the Masters by two strokes with two holes remaining only to lose in a playoff, said he had considered skipping the event, but has always played well in New Orleans and wanted to get back in action to put the Masters loss behind him.
Wi's 66 was two strokes short of matching the course record at the TPC Louisiana.
"On the weekend the golf course gets so difficult. So to shoot a good number on Thursday and Friday, I think it really helps you to have a high finish," Wi said.
Jay Williamson, Nathan Green, Parker McLachlin, Charles Warren, John Merrick and Eric Axley opened with 67s.
Augusta native Charles Howell shot 68.
Danny Lee had a triple bogey on No. 4 and shot 76 in his pro debut.
LPGA TOUR: In Morelia, Mexico, defending champ Lorena Ochoa shot a bogey-free 8-under-par 65 to take a one-stroke lead over Michelle Wie and Na Yeon Choi after the first round of the Corona Championship.
Eunjung Yi, Anna Nordqvist, Sandra Gal and Sarah Lee shot 67s, and Silvia Cavalleri, Kristy McPherson, Katherine Hull, Jill McGill and Mollie Fankhauser had 68s.
EUROPEAN TOUR: In Jeju Island, South Korea, Gonzalo Fernandez-Castano shot 7-under-par 65 to share the lead with Mark Brown after the first round of the $2.9 million Ballantine's Championship.
Three-time major winner Ernie Els was in a share of ninth place at 68, along with world No. 9 Henrik Stenson of Sweden.
Former Masters Tournament champ Fred Couples was among the 17 players at 69.
NATIONWIDE TOUR: In Valdosta, Ga., Sweden's Jonas Blixt rode a hole-in-one to the first-round lead in the South Georgia Classic.
Blixt aced the eighth hole at Kinderlou Forest Golf Club en route to 6-under-par 66 and a one-shot lead over three golfers.
Of the players with local ties in the tournament, Kevin Kisner had 69, Major Manning shot 71 and Richard Johnson and Alex Hamilton had 73s.