By Larry Fine

SPRINGFIELD, New Jersey (Reuters) - Jimmy Walker shrugged off some recent struggles to shoot a five-under-par 65 and claim the early first-round lead in the PGA Championship at a hot, steamy Baltusrol Golf Club on Thursday.

Lurking in striking range was world number one and defending champion Jason Day who, despite not setting foot on the course until Wednesday, patiently plotted his way through the 7,328-yard layout to shoot a 68.

Walker, who has missed four cuts in his last eight events including the U.S. Open and British Open, found his form at the year's last major.

"I just haven't been scoring, I haven't been making the 15, 18-footers you need to make to start running up the leaderboard," said Walker who won three times in 2014 and twice last year but has just three top-10s from 19 events this season.

The 2014 U.S. Ryder Cup player made good use of his putter on Thursday, making four birdies over his first nine after starting at 10 and gaining two more strokes at the first and seventh to take a one-shot lead.

Argentina's Emiliano Grillo and Englishman Ross Fisher were second best among the early starters on 66.

Fisher birdied the two closing par-fives for a rousing finish while Grillo was boosted by back-to-back birdies from the 14th.

Grillo, who won the Open to start his season, said he gained confidence from his tie for 12th at this month's British Open.

"Playing well anywhere in the world, it helps your confidence," Grillo, 23, told reporters. "Bringing that into this tournament, one of the biggest four on the planet, it's a big boost."

Day's preparation was disrupted by a bug he caught from his children and an emergency trip to the hospital with his wife who had a bad allergic reaction on Tuesday night.

But the Australian showed no ill effects from his quick study of Baltusrol.

"I played good today. Drove it very nicely and hit a lot of good iron shots," Day said.

"To be able to go out there and hit it exactly where I'm going and see the shot and what I need to do and actually execute it was exciting for me. Really positive stuff going into the next three rounds."

Day's playing partners Rory McIlroy and Phil Mickelson did not fare so well.

Twice PGA winner McIlroy struggled with his putting and shot a four-over 74 without a single birdie.

"I'm struggling with the pace," said McIlroy who left a couple of putts from close range short of the hole. "They look much quicker than they are. I just need to be a little bit more aggressive, a little bit more free flowing with my stroke."


Phil Mickelson, who won the 2005 PGA Championship at Baltusrol, was also four-over after a bogey on his 11th hole but revived with three birdies in a five-hole stretch from his 12th to card a 71.

"To come out and hit shots like I hit those first 11 holes was very disappointing," the American said. "However, I'm proud that I hung in there, fought and got three back coming in.

"If I go out tomorrow and just play a good round, I think I can shoot mid-60s and get back in it."

Tied for fourth place, two shots off the lead after 67s, were England's Andy Sullivan and Americans Harris English and James Hahn.

Among a large group bunched on 68 were Americans Rickie Fowler and Brooks Koepka, South Korean K.J. Choi, Sweden's David Lingmerth, Australian Scott Hend and Jhonattan Vegas of Venezuela who won last week's Canadian Open.

Finding the going harder were former champions Vijay Singh and John Daly.

Playing together in a group along with 2008 winner Padraig Harrington (71), they both posted 74s.

Daly was marking the 25th anniversary of his stunning victory as an alternate in the 1991 PGA Championship at Crooked Stick.

Among the later starters was a group featuring the year's previous major champions -- British Open winner Henrik Stenson, U.S. Open champion Dustin Johnson and Masters winner Danny Willett.

(Editing by Ken Ferris)