The Welshman, a runner-up in 2022, produced a near-clinical 10-7 victory featuring power scoring and unflappable finishing, including a momentum-killing 150 checkout as Gurney threatened a late comeback.
Price had looked in cruise control with a 6-2 lead, only for Gurney - buoyed by his recent World Cup triumph over Wales - to claw his way back into contention.
Yet Price would not be derailed, rattling off back-to-back legs in 11 and 14 darts to shut the door. His final average of 100.21 and six maximums told the story.
"I felt like I really struggled up there, but I still played pretty well," Price reflected to the PDC.
"Getting through the first round is always tough for me, but when I do, then I'm dangerous. There's a lot more in the tank, which is good, and I feel like I've got so much more to give in this tournament."
Dobey holds his nerve
Chris Dobey awaits Price in round two after the Bedlington man overcame a sluggish start to see off Ricardo Pietreczko 10-5.
Dobey lost three of the first four legs but soon found his rhythm, reeling off seven of the last eight legs and sealing victory with a second ton-plus finish of the night.
"I made it hard for myself from the start," Dobey admitted.
"Ricardo is a great player. He's here for a reason, so I knew I had to stay focused, and I'm happy to get the win.
"You can't play at your best all the time, and I'll try not to put too much pressure on myself on Wednesday."
Rock breaks Blackpool curse
Josh Rock delivered arguably the performance of the night, demolishing Ross Smith to finally reach the second round at Blackpool after two previous first-round exits.
Rock was unrecognisable from the player beaten by Smith 10-4 last year, taking the first five legs and eventually closing out a commanding 10-5 win.
His 104.32 average and a show-stopping 167 checkout put the field on notice.
"I actually didn't realise I was playing that well," Rock confessed.
"I'm just really happy to win my first game at the World Matchplay. It's third time lucky for me.
"Ross didn't play his A-game, but I'm just delighted with the win, and I cannot wait to play Michael now - I will be well up for that game."
Van Gerwen finds a way past Van Barneveld
Michael van Gerwen, a three-time World Matchplay winner, was forced to come from behind against Dutch rival Raymond van Barneveld in a tie laced with history and drama.
Van Barneveld, a 2010 finalist, capitalised on early nerves to lead 4-3, only for Van Gerwen to click into gear when it mattered.
He rattled off the closing legs to progress and now faces Rock in what promises to be a blockbuster second round.
"This was a really tough game for me tonight. I made it so difficult for myself," Van Gerwen said.
"It is lovely to share the stage with Raymond, but it's not lovely when you don't play to the standard you're capable of.
"We all know this is a tournament I love to play. I have won this title three times before, so when you don't play your A-game, it's really frustrating.
"I am a winner. I don't like losing, but hopefully this will be the start of something really nice."
The first round is in the books and the second round now beckons, with James Wade meeting Wessel Nijman and Gary Anderson clashing with Stephen Bunting on Tuesday.
Gian van Veen faces fellow Dutchman Danny Noppert, while Jonny Clayton - last year’s runner-up - takes on Mike De Decker in a stacked evening session.