Miller, 36, began his campaign for a sixth Olympic medal by clocking the fastest time in the first men's downhill training run in Rosa Khutor, high above the Olympics' Black Sea Sochi hub.
The colourful American was quickest in a time of 2min 07.75sec but warned much could still happen before Sunday's medal race.
"It's great to win the first training run (but) it really is going to be about who improves the most from here, who learns this course the best," he said.
Where Miller was smooth, the women's downhillers suffered bumps and bruises before Austria's Anna Fenninger topped the standings of their first downhill outing.
But that came only after a lengthy stoppage as organisers were forced to alter the configuration of the final jump.
The women got under way on schedule but only four runners had come down the 2.7km course when the International Ski Federation (FIS) decided to call a halt and hold the programme again.
Italy's Daniela Merighetti suffered a heavy fall, and course workers were quickly on site to shave snow off the lip of the final jump.
