"It was great out there today and it's nice to get off to a good start", said Gay, who has won four times on the PGA Tour, but not since the 2013 Humana Challenge.
Gay and fellow American Langley carded seven-under-par 64s for a one-stroke lead in Pebble Beach on Thursday.
With a 6-under-par 65 on a crisp, pleasing day, he shared top honors among the early finishers with four-time Pebble Beach Pro-Am victor Phil Mickelson, who also shot 65 at the Shore.
"I may have done it before, but I don't ever recall doing it". "It's just that I always enjoy coming here". Listed behind him are Matthew Fitzpatrick, Russell Knox, Martin Laird and Graeme McDowell, but I don't foresee a big week coming for any of them, either, though Fitz could be an interesting punt in his maiden voyage to Pebble.
"Personally, I love my swing", he said through an interpreter.
He played Pebble Beach on Tuesday and will play one of the other two courses used for the tournament - Spyglass Hill or Monterey Peninsula Shore Course - on Wednesday.
It wasn't just the driver working for Mickelson in the first round.
While he failed to get up and down from sand and dropped shots at the par-three fifth and 12th holes, his iron play was superb and his putting clinical as he made birdies at the second, fourth, sixth, ninth, 11th, 13th and 15th.
Day, Johnson and Spieth are all part of the world number one club.
Pebble Beach will also host the U.S. Open in June when the course is likely to be much drier than the damp, lush conditions that will greet players this week after recent heavy rains.
Jordan Spieth and Dustin Johnson were also on five under. Mickelson is not, though he has won more majors of now active players than anyone other than Tiger Woods.
However the 13-time US PGA Tour victor responded with three straight birdies before the turn and added two more on his back nine.
Meadow (27) notched four birdies in a three-under 70 at the Creek Course in her first event back on the LPGA Tour to trail England's Felicity Johnson by five shots.
"There's a few things that within our family that go back to this place where my grandfather grew up here and he was one of the original caddies in the caddie group", he said.