Thirty-one same-sex couples had been due to marry on Monday, according to the Department of Internal Affairs.
It comes after New Zealand's parliament passed a bill in April amending the country's 1955 marriage act.
The move had faced opposition from Christian lobby groups.
Conservative lobby group Family First said changing the Marriage Act was "an arrogant act of cultural vandalism" which did not have a public mandate.
But the Campaign for Marriage Equality said it ended a historical injustice.
Among the first couples tying the knot were Auckland couple Tash Vitali and Melissa Ray, who won an all expenses paid ceremony in a radio competition.
"The world is still a dangerous and even deadly place for gay, bisexual and transgender people," Reverend Matt Tittle said, according to stuff.co.nz.
"We thank God that's not true in New Zealand.
"All love is holy."
Another couple, Lynley Bendall and Ally Wanikau, made their vows in their air on a special flight between Queenstown and Auckland - in a ceremony attended by US actor Jesse Tyler Ferguson from the sitcom Modern Family.
Same-sex couples from other countries are also expected to wed.
About 1,000 same-sex couples in Australia planned to travel to the neighbouring country to marry, according to the Australian Marriage Equality lobby group.
The first Australian couple to do so was expected to be Paul McCarthy and Trent Kandler, who beat 300 other pairs to win a Tourism New Zealand competition.
Their wedding will not be legally recognised in their home country, but Mr McCarthy told AFP news agency the move was "both historically significant, and an important step in our personal lives".
The law change has angered some religious leaders, with the Anglican Church asking its ministers not to conduct the weddings pending a report to its general synod next year.
Catholic bishops have opposed the weddings outright while other denominations have been split.
New Zealand's MPs approved the bill by a large majority in April this year, with 77 votes in favour and 44 against.
The public gallery erupted broke into song after the announcement that the change had been passed, with a rendition of the traditional Maori love song, Pokarekare Ana.
The first same-sex weddings have taken place in New Zealand after the country became the first in the Asia-Pacific region and 14th in the world to legalise same-sex marriage.