The Ashurst product said it wasn't a perfect outing, but was stoked to claim the win.
"I didn't quite play the darts I wanted to, but I can tomorrow.
"The pressure was building, and I think Michael was a bit under the weather as well. I'll take it."
McGrath produced the only upset of the night, with world No 1 Michael van Gerwen putting on the most dominant performance.
Van Gerwen dispatched Kiwi Cody Harris 6-2 in a clinical display. The Dutchman bombed out early at a competition in Shanghai last week, and looked focused on making amends in Auckland.
Earlier in the night, Kiwis Ben Robb and John Hurring came up just short against their credentialed opposition.
Locked at five legs in the race to six against Simon Whitlock, Robb had one dart at double-16 to pull off the upset.
"It felt good too," he said, "but I just wired it."
It landed on the wrong side of the wire, and Whitlock put him away to win the opener 6-5.
"That was a good game," Whitlock, ranked seventh in the world, said as he mimed wiping his forehead in relief.
Whitlock took a 2-0 lead early, before Robb came charging back to go ahead 3-2 and then 4-3. But Whitlock, nicknamed the Wizard, held his nerve and claimed an important opening round win.
Reigning world champion Rob Cross also came close to an early exit when he found himself down 5-4 against Kiwi John Hurring.
Hurring won the ninth leg against the darts to go for the win on his throw, but Cross fought back to level it at 5-5.
Hurring he had a chance for the win in the deciding leg with two darts at double-20 to end it.
He sent them both high, and Cross didn't make the same mistake.
The rest of the first round matchups went the way of the favourites, with Raymond van Barneveld, Peter Wright, Gary Anderson and defending champion Kyle Anderson all progressing to tomorrow's quarter-finals.
Simon Whitlock beat Ben Robb 6-5
Rob Cross beat John Hurring 6-5
Mark McGrath beat Michael Smith 6-4
Raymond van Barneveld beat Warren Parry 6-4
Kyle Anderson beat Haupai Puha 6-4
Peter Wright beat Tahuna Irwin 6-3
Michael van Gerwen beat Cody Harris 6-2
Gary Anderson beat Tim Pusey 6-3