Jason Day says his evolution as a golfer was on display as he patiently shot himself into contention after the first round of the US PGA Championship.

World No.4 Day and compatriot Matt Jones sit in a tie for third at Whistling Straits after firing solid four-under-par rounds of 68 to be just two shots off American Dustin Johnson, who shot six-under 66 to lead again in the early stages of a major.

Swede David Lingmerth defied high afternoon winds to be second at five under while Americans Matt Kuchar, Harris English, Russell Henley, Scott Piercy and JB Holmes, along with New Zealander Danny Lee, joined Day and Jones in third place.

Playing with Johnson and Rickie Fowler, Day found himself behind the eight-ball early as the Americans opened with birdies to set a cracking pace.

It could have had the Queenslander feeling early pressure.

“I didn’t let them influence me whereas early in my career I would have been already flustered and been thinking I need to force something,” Day told AAP.

“But the experiences I’ve had let me stay patient and it turned out I just needed the one birdie a few holes later to get going.

“Once I had that I knew there were opportunities to come. The evolution of my patience comes from the experiences of my past so to be able to do that is great.

“It is something you have to learn. You can’t just wake up and say I have patience today, you need to learn it.

Day’s round featured three birdies and an eagle with just the one bogey.

Jones was hot early, getting to four-under through seven holes.

He too showed patience.

“I didn’t hit it as well as I know I can but the early birdies got the round going and then I held on down the stretch when I needed to,” Jones said.

“I managed my game better today than I normally would.

“I’d normally be more aggressive to certain pins but I managed myself differently and played away from them.”

Johnson, who was penalised two strokes on the final hole of the 2010 PGA Championship at this venue to miss out on a playoff, said he wasn’t afraid to lead despite numerous near-misses from in front.

“I would prefer to be in the lead. There’s less shots you’ve got to make up,” Johnson said.

“But you still just got to play your game no matter where you’re at.

“When you try to push and try to make things happen, that’s when you can make some big numbers.

“All I’m looking for is the chance to get it done on the back nine on Sunday.”

John Senden is the next best Australian at one-under while the rest of the Australians are teetering.

Adam Scott is already in the need of a mini miracle after opening with a 76.

Geoff Ogilvy, Steven Bowditch and Cameron Smith shot 74 while former world No.1 Tiger Woods struggled to a 75, a score matched by club pro Brett Jones.

Marc Leishman, nursing a back injury, shot 79 but will attempt to battle on again on Friday.

World No.1 Rory McIlroy returned to competitive golf from his ankle injury with a 71 to be five back, a score matched by World No.2 Jordan Spieth.