After a three-year absence, Federer was given a standing ovation when he stepped onto Court Philippe Chatrier.
Once the match got underway, he performed as if he had never been away as he eased to a three-set win over Sonego in less than two hours.
After the match, Federer expressed his happiness at making a winning return and thanked the crowd for their support.
Federer said: “I missed the French crowd so thanks for the warm welcome today.
“Congratulations to the French Open for the transformation. It’s better for the fans, the players, the media.
“It was great for me to play on this court. Hopefully, I can also play on this court in my next match.
“Two breaks in the first set was very important for me and when I was leading 4-0 I could take more risks and play more aggressive.
“I knew I can play very well on clay and I am very happy I did it in straight sets today.”
British doubles player Dom Inglot hailed Federer’s shotmaking in his opening round masterclass.
He said: “That shot that Federer just played is so hard to do.
“I don’t think it will get the praise it deserves because it’s from him! He just does it like it is nothing.
“I don’t know if the fans can always see how good that shot is. In my dreams, I can’t even manage that shot.”
Federer will face Oscar Otte in the second round on Tuesday or Wednesday.