During the procession - the king's first public appearance since he was crowned - he was scheduled to pay homage to the main Buddha images at each temple.
There, he will light the auspicious candle at 4:19 p.m. (9:19 GMT) - a time that court astrologers determined was propitious - while 80 Buddhist monks chant.
Later on Saturday evening, the king will proclaim himself the royal patron of Buddhism later in the evening, and perform a private housewarming ritual at the royal residence where he will stay the night, as previous kings have done.
The coronation ceremony will last three days until Monday.
The King was also offered the Royal Golden Plaque with inscription of his official title, the Royal Seal, the Sword of Victory, the Royal Scepter, the Royal Fan and Fly Whisk, and the Royal Slippers, among others.
The 66-year-old Vajiralongkorn has served as king since then.
The king will also reduce sentences for some prisoners, including those imprisoned for life, and commute inmates' death sentences to life.
In his message, Xi said he extends honest congratulations and good wishes to the king and the Thai people on behalf of the Chinese government and the Chinese people and in his own name.
It is the fourth marriage for the king, who has had three divorces.
But not much is known about his long-time consort-turned-queen, who faces a new and protocol-filled life in the wealthy and venerated Thai monarchy.
The $31 million coronation continues Sunday with the king appearing in a hours-long procession along a seven kilometre route twisting through the old city.
Though Thailand has had a constitutional monarchy since 1932, when a revolution ended absolute rule by kings, the country's monarchs are regarded as nearly divine and have been seen as a unifying presence in a country that has seen regular bouts of political instability as it rotates between elected governments and military rule.
Thai King Maha Vajiralongkorn will be carried on a golden palanquin through Bangkok's historic heart Sunday, a second day of coronation rituals which will bring the public up close to their powerful monarch. The rite, known as the Royal Purification Ceremony, took place amid music from drums, conch shells and other instruments.
The new queen Suthida Tidjai has been King Vajiralongkorn's deputy commander of his personal security detail for many years and before that, a flight attendant.
Members of the Royal Family - including HRH Princess Maha Chakri Sirindhorn and Her Royal Highness Princess Sirivannavari Nariratana - stood and bowed in respect to the King as his procession passed their roadside pavilion.
The junta that seized power in 2014 and has vowed to defend the monarchy is aiming to return to power through the ballot box.