Thompson birdied six of her final nine holes for a 6-under-par 65, giving her a one-shot lead after Thursday's first round of the Kingsmill Championship.
Thompson is playing in her third tournament since losing a playoff in the ANA Inspiration for being penalized four strokes for a rules violation spotted by a person watching the tournament on television.
"I played my practice round at the Kingsmill Golf Resort and it is picturesque and the course is in great shape".
Sarah Jane Smith, Giulia Molinaro and Lydia Ko are tied for fifth at 4 under.
Ariya Jutanugarn was perhaps the surprise of day one when she could only manage an opening round of 72 to be in a share of 74th place.
"Lexi did unbelievable! She was like a seasoned pro ... cool as cucumber", Red Bull Air Force's Sean MacCormac said of her skydive.
In what's dubbed Lexi's Legacy Challenge, continuing through November 11, Thompson will wear a commemorative SEAL Legacy Foundation Pin during competition. "I don't think I was hitting the ball fantastic, so there is a little bit of improvement to do there".
Su Oh made a similar start with birdies at the first, second and fourth holes before carding a three-under par 68 in a bogey-free round.
"I have been working on a lot of different aspects this year and my game feels good", Aditi told TOI on the eve of the $1.3m event. There was nothing like it. Words can't describe the feeling.
"I just kind of hit it in the right rough and (had) kind of a tough lie", she said.
"Obviously, that s a really good start to the week", Ko said.
Lincicome's five-birdie, no-bogey 66 was her best round since mid-March.
While the Kiwi hasn't hit the high standards of previous years, with at least three wins in each of her three full seasons on tour, she has had five top 10s and a runner-up finish last month in Hawaii. The greens are true and fast and some have a lot of undulations, too.