Choi birdied four of her last six holes at Olympia Fields to post a five-under 66 at the second major of the year.
Compatriot Amy Yang is also five under after dropping a shot on the 17th, her final hole before play was halted.
Bronte Law is the leading Briton after a two-under-par 69, with 30 players unable to finish their opening round.
Fellow Englishwoman Jodi Ewart Shadoff is one of those who must finish her first round on Friday - she bogeyed her 15th hole to drop to two under.
American Michelle Wie is among a group of six on three under, which includes defending champion Brooke M Henderson.
South Korea's Ryu So-yeon, who won in Arkansas last week to become world number one, is among the dozen players on two under.
Former world number one Lydia Ko of New Zealand is a shot further back.
Becky Morgan of Wales mixed five bogeys with two birdies to finish two over, while Scotland's Catriona Matthew, who finished second in 2013, is on the same score with one to play.
England's Charley Hull was one under after 11 holes but dropped six shots in her next six holes as she posted a four-over 75.
Laura Davies, winner of this tournament in 1994 and 1996, had six bogeys and a double bogey in her opening nine holes but steadied her round on the back nine to finish seven over.
South Korea's Chella Choi holds the clubhouse lead in the Women's PGA Championship after the first round was curtailed by storms in Chicago, USA.