But while Nilsson shot a six-under-par 65 at Le Golf National near Paris there was more misery for former world number three Paul Casey - a nine-over 80 that left him close to last place.
Casey has made only one halfway cut since dislocating his shoulder snowboarding in Colorado on Christmas Eve, but this was the first time he had failed to break 80 in his comeback.
Seven of his dropped shots came in the last six holes - and that after a double-bogey seven on the third.
On the course that will host the 2018 Ryder Cup 33-year-old Nilsson, 263rd in the world, leads by one from England's Gary Boyd, Italian teenager Matteo Manassero and Wales Open winner Thongchai Jaidee, from Thailand.
Third-ranked Lee Westwood recovered from four over after six holes and from playing one shot while standing in a lake to match Open champion Darren Clarke's 70.
That was one better than Justin Rose and two better than both Ian Poulter and Graeme McDowell, while Irish Open champion Jamie Donaldson handed in a birdie-free 76 and admitted: "I'm a little bit tired and didn't really know what was going on out there."
Nilsson said: "It's been a struggle for me so far this year. My long game was pretty bad, but it's improved and this is good for my confidence."
He followed four birdies in six holes with a bogey six at the 596-yard ninth, then collected more birdies on the 10th, 14th and 15th.
It is only just over a month ago that Boyd began the Wales Open with an 88 that included two 10s, but he flew to America to see his coach straight afterwards and has put the pieces back together.
"That was a bit of a disaster, but I've had a lot of positive signs the last three weeks," said the 25-year-old, twice a runner-up since stepping up from the Challenge Tour two years ago.
"I'm working on the right things I feel and am getting comfortable again. My game wasn't where it needed to be and it was time to take a time-out."
Westwood, in his last tournament before the Open Championship, said: "I didn't do much wrong to be four over, but there's not a lot of panic in me any more - I haven't got much time for that.
"It was not going my way, but you just have to get it out of your mind."
His water adventure came on the ninth, his final hole. The ball stopped on the edge, but to play his second he rolled up his trouser legs and waded in with his shoes and socks on.
The reason for not going barefoot was that he remembered Thomas Levet jumping in the lake and breaking his leg after winning last year.
"I didn't know what was in there," said Westwood. "I've got plenty of shoes with me."
Clarke, who made his first cut of the year at Royal Portrush last Friday, mixed five birdies - two of them in the dangerous last three holes - with two bogey sixes and a double bogey six on the 399-yard 15th.
Rose fell back after reaching three under early on, while 46-year-old former Ryder Cup player Paul Broadhurst, winner in 1995, crashed to an 82 two days after winning a qualifying event for The Open.
Collated first round scores
(Gbr & Irl unless stated, par 71):
65 Christian Nilsson (Swe)
66 Gary Boyd, Matteo Manassero (Ita), Thongchai Jaidee (Tha)
67 Federico Colombo (Ita), David Lynn, Gonzalo Fdez-Castano (Spa)
68 Tjaart Van Der Walt (Rsa), Jeev Milkha Singh (Ind), Steve Webster, Paul Waring, Marcel Siem (Ger), Henrik Stenson (Swe), Raphael Jacquelin (Fra)
69 Thomas Norret (Den), Richie Ramsay, Jamie Moul, Jaco Van Zyl (Rsa), Julien Guerrier (Fra), Lorenzo Gagli (Ita)
70 Soren Kjeldsen (Den), Carlos Del Moral (Spa), Thomas Aiken (Rsa), Anders Hansen (Den), Pablo Larrazabal (Spa), Alexander Noren (Swe), Shane Lowry, Rafael Cabrera Bello (Spa), Gregory Havret (Fra), Marcus Fraser (Aus), Lee Westwood, Damien Perrier (Fra), David Howell, Nicolas Colsaerts (Bel), Edouard Dubois (Fra), George Coetzee (Rsa), Darren Clarke, Brendan Steele (USA), David Drysdale, Stephen Gallacher, Richard Finch
71 Francesco Molinari (Ita), Mikko Ilonen (Fin), Robert Coles, Ricardo Santos (Por), Danny Willett, Jose Manuel Lara (Spa), Scott Jamieson, Johan Edfors (Swe), Mu Hu (Chn), Robert Rock, Joel Sjoholm (Swe), Justin Rose, Alejandro Canizares (Spa), Michael Campbell (Nzl), Richard McEvoy, Andrew Dodt (Aus), Adrien Bernadet (Fra), Robert Allenby (Aus), Mark Foster, Philip Golding
72 Branden Grace (Rsa), Simon Dyson, Kenneth Ferrie, Peter Hanson (Swe), Niclas Fasth (Swe), Jean-Francois Remesy (Fra), Bernd Wiesberger (Aut), Jean-Baptiste Gonnet (Fra), Shiv Kapur (Ind), Peter Whiteford, Graeme McDowell, Matthew Zions (Aus), Rhys Davies, Ricardo Gonzalez (Arg), Andrea Pavan (Ita), Jbe Kruger (Rsa), Keith Horne (Rsa), Ian Poulter, Fabrizio Zanotti (Par), Gregory Bourdy (Fra), Thomas Levet (Fra)
73 Robert Jan Derksen (Ned), Jorge Campillo (Spa), Martin Kaymer (Ger), Peter Lawrie, Anthony Snobeck (Fra), Graeme Storm, Emiliano Grillo (Arg), Jose-Maria Olazabal (Spa), Shaun Micheel (USA), Pablo Martin (Spa), Craig Lee, Chris Wood, Colin Montgomerie, James Morrison, Alex Cejka (Ger), Brett Rumford (Aus), Rich Beem (USA), Jean-Francois Lucquin (Fra), Ignacio Garrido (Spa), Alexandre Kaleka (Fra), Richard Sterne (Rsa)
74 George Murray, Joost Luiten (Ned), Estanislao Goya (Arg), Phillip Price, Matthew Baldwin, Shiv Shankar Prasad Chowrasia (Ind), Peter Hedblom (Swe), Oscar Floren (Swe), Felipe Aguilar (Chi), Richard Green (Aus), Bradley Dredge
75 Mikael Lundberg (Swe), Michael Lorenzo-Vera (Fra), Damien McGrane, Gary Stal (Fra), Anthony Wall, Romain Wattel (Fra), Markus Brier (Aut), Fredrik Andersson Hed (Swe)
76 James Kingston (Rsa), Gareth Maybin, Victor Dubuisson (Fra), Simon Khan, Oliver Fisher, Daniel Denison, Marc Warren, Thorbjorn Olesen (Den), Tommy Fleetwood, Alastair Forsyth, Jamie Donaldson, Sam Little, Alexander Levy (Fra), Michael Hoey
77 Retief Goosen (Rsa), Tom Lewis, Julien Quesne (Fra), Alvaro Quiros (Spa), Miguel Angel Jimenez (Spa), Julien Brun (Fra), Victor Riu (Fra), Adrian Otaegui (Spa), Charles-edouard Russo (Fra)
78 Jamie Elson, Mark F Haastrup (Den), Michael Jonzon (Swe), Benjamin Hebert (Fra), Darren Fichardt (Rsa)
79 Guillaume Cambis (Fra), David Horsey
80 Paul Casey
81 Christophe Brazillier (Fra)
82 Paul Broadhurst
WD: Hennie Otto (Rsa) 77