The comedian is running a marathon a day for the next 27 days - one for each year Nelson Mandela spent in prison.
"The first 10 are always the hardest, but then your body and your brain gets used to it so it gets easier," he told the BBC.
Izzard previously attempted a similar feat in South Africa in 2012, but had to pull out for health reasons.
"What I'm doing is not particularly special here, other people have done more crazy things," he said.
The 54-year-old tweeted a photo of himself standing by the Mbashe river in South Africa's Eastern Cape province as he began his marathon at 06:30 local time.
But a few hours later, Sport Relief themselves tweeted: "16 miles done and a little work on the feet needed," with a picture of Izzard taking a short break.
At around 1500 local time (1300 GMT), Sport Relief tweeted: "Marathon one DONE by the astonishing @eddieizzard".
How will 27 marathons affect Eddie Izzard?
When asked what he'd done to physically prepare for the challenge, Izzard said: "You can't really train for 27 marathons, it's mental training."
"It's about getting your health into the right place, eating the right food, and getting mentally prepared for it.
"There's no luck in it, you make your own luck really."
When asked how he'd altered his diet, Izzard explained: "Once you get yourself off refined sugar, you do get to a much better place."
Follow Eddie Izzard's 27 marathon challenge
One of the biggest challenges he faces while running the marathons is the hot climate in South Africa.
"It's like two British summers squashed together and multiplied with a cooker. I think we're at 30C already, and it's 10am here," he said.
He joked that he "doesn't actually like running", adding that he's trying to find things to keep him entertained along the way.
"I like stopping and talking to donkeys, goats, cows, dogs - I've just been to Mvezo which is the birthplace of Nelson Mandela."
Mandela was President of South Africa from 1994 to 1999 before his death in 2013 aged 95.
Eddie Izzard has completed the first of the 27 marathons he is running for Sport Relief.