Djokovic, Nadal and Serena cruised into round 2 as Murray narrowly avoided a shock exit.
Rafael Nadal extended his Roland Garros record to 71 against just two losses in a crushing win over Australia's Sam Groth in the first round of the French Open.
Nadal, who is bidding for a 10th French Open title, seemed to have banished his demons in the lead up to the tournament and the Spaniard continued to look like the 'Rafa' of old against the 100th-ranked Groth.
The 29-year-old needed only 80 minutes to see off the big-serving Groth, committing just two unforced errors in his 6-1, 6-1, 6-1 victory.
Top seed Novak Djokovic also began his quest for a first title at Roland Garros with a routine victory, while Serena Williams barely got her shoes dusty in the defence of her crown.
Djokovic, a three-French Open finalist, faced little resistance from Taiwan's world number 95 Lu Yen-Hsun as he cruised to a 6-4, 6-1, 6-1 victory.
The Serb, bidding to become just the eighth man to secure a career Grand Slam, needed only 90 minutes on Court Phillipe Chatrier to book a second-round encounter with Belgian qualifier Steve Darcis.
Williams completed the Chatrier programme by polishing off Slovakia's Magdalena Rybarikova 6-2 6-0.
But there were a few surprises and upsets on day three.
Perilious round one
Germany's Angelique Kerber, who four months ago downed Williams to win the Australian Open, was sent tumbling out by flying Dutchwoman Kiki Bertens who won 6-2 3-6 6-3.
Third seed Kerber was troubled by a shoulder injury while later fifth seed Victoria Azarenka, the former world number one, hobbled out with a knee injury against Italy's Karin Knapp when she trailed 4-0 in the deciding set.
The women's draw has now lost three of the top seven seeds after Italian Robert Vinci's demise on Monday.
"First rounds are always tough in the tournament, especially for me. What can I say? It happens," Kerber told reporters.
It rarely happens in the men's draw though.
Djokovic has not exited a slam in the first round since the 2006 Australian Open and a repeat never looked possible.
"It's not the first time that I'm experiencing such anticipation and expectations," Djokovic said.
"Whether or not I'm going to have a chance to fight for a trophy that's in Almighty's hands, I can't influence that, but I can certainly give my best."
Nadal's only taste of a round-one defeat came at Wimbledon three years ago.
World number two Andy Murray is equally reliable -- his last first-round exit coming at the 2008 Australian Open.
That record looked in severe peril on Tuesday, however, as he became embroiled in an engrossing battle of wits with Czech qualifier Radek Stepanek, at 37 the oldest man in the draw.
Murray, 29, had partially dug himself out of a deep hole on Monday night when he lost the first two sets to an inspired opponent before winning the third and taking a 4-2 lead in the fourth when bad light intervened.
Despite the precarious nature of his position, most expected Murray to overwhelm Stepanek when play resumed.
Having levelled it up, however, Stepanek rediscovered the unorthodox wizardry that so flummoxed Murray on Monday and came within two points of becoming the oldest man since Jimmy Connors (aged 38) in 1991 to win a round at the French Open.
Murray was staring down the barrel at 4-5, 15-30 in the decider but a sweetly-struck Stepanek backhand was millimetres too low and his chance was gone.
The nerves jangled when Murray double-faulted on his first match point and his relief was obvious when Stepanek netted a volley. "Today was pretty stressful," he said.
"It is unbelievable what he is doing. He had a bad injury last year yet at 37 is still coming out and fighting like that."
There were mixed fortunes for two former women's champions.
Italian veteran Francesca Schiavone, who lifted the Suzanne Lenglen Cup in 2010, was bundled out in the first round by French hope Kristina Mladenovic but 14th seed Ana Ivanovic, champion in 2008, beat France's Oceane Dodin 6-0 5-7 6-2.
Sixth seed Jo-Wilfried Tsonga led a quintet of Frenchmen into the second round, while other seeds to advance included Austrian dark horse Dominic Thiem, American John Isner, Czech Tomas Berdych and 2013 runner-up David Ferrer.