"I don't think I'm one of those players who plays perfect matches. I don't know why. I wish I could be. But I don't know if my game is too risky. I have no idea."
She didn't need to be anywhere close to perfect yesterday, in her 6-4 6-1 win over Japan's Kurumi Nara.
Nara, ranked 45 in the world, fought well in the first set but never came close to breaking the Williams serve, while the American forced 10 break-point chances.
Today will be more of a test. Vesnina, who beat Croatian wild card Ana Konjuh 6-3 6-1 yesterday, is very solid and counts an early-round triumph over Williams at Wimbledon in 2012 as the highlight of her career.
Williams, who has spent less than two hours on court so far, will aim for short and sharp again today.
The dream final with Caroline Wozniacki remains on course, although the Dane was pushed unexpectedly hard by American wild card Taylor Townsend last night.
After cruising through the first set 6-1, Wozniacki ran into problems in the second.
Townsend - with her "hero" Williams watching on - found her verve and nerve. She crashed winners from all parts of the court, ventured to the net and suddenly the Dane was struggling.
Unfortunately for the American - and the crowd which was willing a third set - Townsend tightened up as she served for the set at 5-4.
The world No 8 got out of trouble and was always going to be too good in the tiebreak, eventually winning 6-1 7-6 (4).
Wozniacki will face regular Auckland visitor Julia Goerges today, after the German beat Czech qualifier Lucie Hradecka 6-3 7-5. It should be a decent battle. Goerges has a 3-3 record against the Dane.
Meanwhile, Coco Vandeweghe saw off Kirsten Flipkens 6-1 6-7 (5) 7-5 in a tightly contested match on the outside courts.
The 38th-ranked American dominated early on before Flipkens fought back to win the second-set tiebreak.
Vandeweghe then managed a vital break at 5-5 in the third set before serving out the match.
The Grandstand Court also played host to a tremendous fightback from Polish qualifier Urszula Radwanska against Slovakian player Daniela Hantuchova.
Radwanska won 1-6 6-3 6-1 to book her passage to the quarter-finals.