"I've won it a few times now but it still feels special. I still enjoy myself in the first round and it's a pleasure playing on Centre Court again this year," he told BBC Sport.
"I thought it was a good first round for me. I'm very happy, conditions are pretty cold but it releases some of the pressure now.
"I'm thankful to the fans for their support throughout my career and I hope to continue on for a good few years yet."
Federer will now face Sergiy Stakhovsky in round two.