They came to play.

The lead after a long, exhausting Thursday at Pumpkin Ridge belonged to Mhairi McKay, who birdied five straight holes on the back nine for a 5-under 66 and a three-stroke lead, matching the largest 18-hole margin in Women's Open history.

The show belonged to the teenagers, including Michelle Wie.

The 13-year-old from Honolulu shot 2-over 73 and is tied with 12 others for 32nd in the 156-player field.

"I played OK, but not that good," said Wie, who had two birdies and four bogeys.

"Great, great talent," Mc-Kay said of the collection of prodigies.

The 14 teenagers in the field are believed to be the most for the U.S. Women's Open. There were only two teens in the U.S. Open at Olympia Fields last month, and both missed the cut.

Not so at Pumpkin Ridge.

MORGAN PRESSEL

No biggie, said the 10th-grader with a blond ponytail and braces.

She slung her bag over her shoulders, walking through the clubhouse like she had just finished a junior event — not the biggest in women's golf.

"I'm playing well," Pressel said. "I'm not going to say I expected it, but I'm not surprised by it."

Aree Song, 17, also had a 70, matching the best score among the early starters.

Irene Cho, 18, had an even-par 71, while Wie, an incoming freshman at Punahou School, finally made one of her 300-yard drives pay off with a birdie on her last hole.

"People have good days and bad days, and some people have good weeks," Wie said. "I guess it's our week right now."

JULI INKSTER

McKay, Inkster and Andrews were the only players to break 70, while there were 20 rounds in the 80s. The worst belonged to Kathryn Cusick, who had a 93.

Annika Sorenstam — remember her? — opened with a 72.

Whether the kids are having a good week or one good day will be determined over the final three rounds at Pumpkin Ridge.

"They've got to be good players to be here," Inkster said. "The thing with this golf course is it's a four-day tournament. You've just go to stay in the ballgame. I guess that's what they're doing."

McKay has been working hard on her swing, and it came together at an opportune time. She made four straight birdies with wedges in her hand, then finished off her string with a 5-iron into 15 feet at No. 16.

The three-stroke lead was the largest after the first round of the U.S. Women's Open since Helen Alfredsson in 1994.

McKay stumbled down the stretch, hitting a poor drive on the 16th that led to bogey, and missing the green on the 17th for another bogey.

MICHELLE WIE

After tapping in for her eighth birdie of the round, McKay turned to the crowd on both sides, then tossed her ball into the grandstand.

It was only the second time she shot in the 60s at a Women's Open, but McKay knows better than to get overly excited.

"It's Thursday," she said, holding out her arms to quell the optimism. "You can't get too far ahead of yourself."

No one can ever be too far ahead of Sorenstam, who scrambled out of a tough start with three straight birdies. The best player in women's golf closed on a disappointing note, three-putting from 30 feet for bogey to finish 1 over par.

"I'm tired," Sorenstam said. "I was thinking on every shot."

While there is an extraordinary number of teenagers in the field, one constant about the U.S. Women's Open is that trouble is waiting in the lips of the bunkers, in waist-high fescue, in water hazards and anytime someone winds up on the wrong side of the hole.

Laura Diaz was at 3 under and leading with three holes left when her tee shot landed next to the lip of a bunker, forcing her to chip out. A poor 3-wood continued the spiral toward double bogey, and a bogey on the ninth left her with a 71.

"The U.S. Open is the most roller-coaster golf that you probably will ever see," she said.

No one knows that better than 43-year-old Rosie Jones.

The Phil Mickelson of women's golf — the best to have never won a major — Jones started like she wanted the trophy. She birdied the first three holes, including a wedge into a foot on No. 11, and was 4 under through five.

"I thought, 'Well, this is going to be easy. When is the golf course going to hit me?' " she said. "I kind of had a silly three-putt, and then one really bad swing."

The bad swing was with a 9-wood on No. 3, and it went into the hazard and led to double bogey. She finished with a 70.