Lee, ranked 73rd in the world, didn't have a tee time when she woke up on Thursday morning, but the 25-year-old got her chance after Caroline Masson and Maja Stark withdrew because of illness - two of four withdrawals that included the departure after three holes of defending champion Rose Zhang.
"At first I was kind of depressed and I think I can't play well today," Lee said.
"I also get caddie to go home and we have no caddie," added Lee, whose father Tohyeun caddied for her.
She opened with a birdie at the 10th hole at Liberty National in Jersey City, New Jersey, then reeled off three straight birdies at 13, 14 and 15 before a bogey at 16.
Lee bounced back with a birdie at 17, and after a bogey at the second birdied four, five and eight to climb to the top of the leaderboard.
"There was no kind of pressure to me," she said, adding that she "just appreciated to play."
Her six-under effort on a rainy, blustery day put her two strokes clear of a quartet that included first alternate Mao Saigo of Japan, Bianca Pagdanganan of the Philippines, Australian Gabriela Ruffels and American Andrea Lee.
World number three Celine Boutier of France headed a group of 11 players on 69.
Zhang had hoped to defend the title she won in her pro debut last year.
The 20-year-old from California was coming off an impressive victory on Sunday at the Founders Cup, where she rattled off four birdies in her final five holes to sweep past Madelene Sagstrom and claim her second LPGA title.
But she said in an Instagram post that 12 hours with "really bad intestinal pain" had made it impossible, although she gamely started her round before calling it quits.
"I look forward to returning next year to this great event and thank you again to everyone who has been so supportive," Zhang said.
American Lindsey Weaver-Wright also withdrew after starting her round, citing an injury.
World number one Nelly Korda, whose record-equalling run of five wins in five straight LPGA starts ended at the Founders Cup last week, had three birdies and a bogey to head a group on two-under par 70.
"It played really tough in the morning with the rain," Korda said. "It was cold. I feel like it was a lot windier. The wind died down throughout the day.
"So definitely a tough start, but got through nine holes at one-over, and then made three birdies on the back ... overall a good day."
