"I say, this is very exciting," Evans said as he opened his new show.
"It's so great to be back on Virgin and I have to say it's a real treat, we are blessed, we couldn't be more grateful," he added.
Singer Richard Ashcroft was in the studio with Evans to play the first song live - Lucky Man by his former band The Verve.
"There's been a lot of talk about the first song I'm going to play," Evans said before he introduced the singer.
"But I press buttons, I don't play songs, musicians play songs. Why don't we get a musician to play a song live, how about Richard Ashcroft?"
Other guests appearing on Evans's first Virgin show included actors Fay Ripley and Paul Whitehouse.
In what could be a sign of things to come, comedians Romesh Ranganathan and Rob Beckett were also on to promote their Sky One show.
Sky are sponsoring Evans's show, which means it will not feature adverts - a first for a commercial radio breakfast show.
Evans was pictured outside the Virgin Radio studios in south London before his first show
Evans explained he has signed a three-year contract at Virgin, but added he's likely to extend that to five years.
Features on the new programme include Gobsmackers, Golden Oldie and Big Screen Belter - where listeners request their favourite song from a movie soundtrack.
Evans informed listeners of two changes since he was last heard on air - that his family has a new dog and that he no longer owns a smartphone.
The DJ told listeners Zoe Ball, who has taken over the breakfast show on BBC Radio 2, sent him a message over the weekend to wish him good luck.
Dismissing rumours of any rivalry between the two, Evans said: "If anybody's any good at anything, there's room for everyone. And it helps with the quality of the business."
Songs by Blondie, Queen, Coldplay, Stereophonics, KT Tunstall, Oasis, Kings of Leon and Blossoms were on the playlist for Evans's first show on Virgin, which broadly specialises in rock and indie music.
Roy Martin of Radio Today described the first programme as "same show, different station".
"The Chris Evans Breakfast Show on Virgin Radio has the same jingles, most of the same people, and the same energy from his BBC Radio 2 show," he said.
James Corden was among those to welcome Evans to the airwaves on Twitter, writing: "It's making me feel incredibly homesick and yet warm and fuzzy at the same time."
Listeners also were generally positive about the show, although some struggled to track down the digital-only Virgin on their radios.
The 52-year-old's new show, which will run weekdays from 06:30-10:00, is unusual for a commercial radio station in that it will not feature adverts.
Instead, the show is sponsored by Sky, with Evans promoting their programmes during his slot.
Many of Evans's former team members have followed him to Virgin for the new show - including sports reporter Vassos Alexander and travel presenter Rachel Horne.
But his former newsreader Moira Stuart is not joining them, as she's instead moving to Classic FM.
Evans urged listeners to retune their radios to receive Virgin in a promotional advert
The Virgin Radio Evans is joining is not the same one he left in 2001. That station was rebranded to Absolute Radio in 2008.
Instead, he is joining a new iteration of Virgin Radio, which was launched in March 2016. Edith Bowman was the first host of breakfast, where she remained for 18 months.
Sam Pinkham and Amy Voce then took over the slot. Both are now moving to different shows on the station with Evans's arrival.
Virgin's other current presenters include Matt Richardson and former Big Brother winner Kate Lawler.
The launch of Virgin Radio was so recent that, as part of the marketing campaign for the breakfast show, Evans has encouraged listeners to retune their radios, as many may not currently receive the station.
Virgin currently attracts around 414,000 listeners a week - but that figure is likely to jump given Evans's profile.
His first show on Virgin comes a week after Zoe Ball made her debut as Evans's successor on BBC Radio 2, becoming the first woman to host the coveted breakfast slot.
Zoe Ball has taken over the Radio 2 breakfast show, which Evans hosted for nine years
The two are going head-to-head in the battle for listeners for the first time since 1997, when Ball hosted the BBC Radio 1 Breakfast Show as Evans made his debut on the previous iteration of Virgin.
Last year, Evans was the second highest-paid star at the BBC, earning £1.6 million per year.
There have been reports that he will earn more than that from Virgin but he has denied that his move was about the money.
When he announced his departure and explained his decision in September 2018, he said: "Some of us are mountain climbers [but] if you get to the top of your favourite mountain and you stay there, you become an observer. I want to keep climbing."
He has also suggested he will take part in the next series of Strictly Come Dancing, which will see him interviewed regularly by his new rival Ball, who hosts the spin-off show It Takes Two.