Yu became the youngest medallist in swimming world championships history last year when she took home relay bronze aged 12.
Swimming is one of three sports at the games taking place in Tokyo, where a typhoon is due to blow in, with the rest of the event unfolding in Nagoya and Aichi prefecture.
China are expected to be the pre-eminent power in the pool and they showed why on day one as they clinched six of the seven titles.
The games were declared open at the weekend by Emperor Naruhito, but there were a large number of empty seats at the 30,000-capacity stadium in Nagoya.
It sounded the starting pistol on a fortnight of intense action as the continent’s finest athletes compete in more than 40 sports before the curtain comes down on October 4.
The games have 2028 Olympics places up for grabs but have been dogged by a series of problems in the build-up.
Accommodating the more than 11,000 athletes and 6000 officials has stretched organisers to the limit after they decided not to have a traditional athletes’ village to save money.
Competitors instead are staying in a combination of temporary container-style huts, hotels and on the Costa Serena cruise ship.
IOC president Kirsty Coventry called the temporary huts “beautiful” on Sunday after having a look round – but conceded they were “a little tighter” than similar accommodation at the Milan-Cortina Winter Olympics this year.
Typhoon threat
Japanese organisers will be desperate for the sport to take over from a troubled lead-up that included complaints about the accommodation and a shortage of rooms.
However, an incoming typhoon that soaked Tokyo could cause more problems.
The Tokyo venue hosting equestrian was closed because of the weather.
The competition is now due to start a day later than originally planned.
Olympic Council of Asia director-general Husain Al-Musallam said the typhoon threat was part of the reason why there were thousands of empty seats at the opening ceremony.
The full force of Typhoon Dujuan is expected to be felt this week, with Tokyo expected to be hit with strong winds and heavy rain.
Nagoya won’t be in the storm’s immediate path but wet weather is forecast there too.
Emotional Iran bronze
Iran celebrated wildly after beating China 79-70 to win men’s basketball bronze.
“I think after the obstacles that we faced since six months ago, we proved everybody wrong again,” forward Arsalan Kazemi said in reference to the Middle East war.
South Korea won basketball gold, silencing the home crowd with a 67-57 win over Japan.
Launching the day’s action, the hosts’ triathlete Hojo finished the 750m swim, 20km bike ride and 5000m run in 52min 56sec, nine seconds clear of China’s Zhang Xirui.
In other sports, Smriti Mandhana became the highest runscorer in women’s T20 international cricket as India crushed Bangladesh by 114 runs in the semi-finals, with fellow opener Shafali Verma hitting her maiden hundred.
Mandhana scored 37 off 19 balls and went past New Zealand allrounder Suzie Bates’ 4758 runs at the top of the all-time list.
India will face Sri Lanka in the final, unless the weather intervenes.