Perry opened Play to a sold-out crowd at Resorts World Theatre, with the furthest seat being only 150 feet away from the stage.

Perry also stated, "It's just gonna be a feast for both the ears and the eyes and it is like the most laughter I've had in a rehearsal setting ever in my life.

[13] Mark Gray from Rolling Stone said that "the production was larger than life" for the residency's opening night, further adding: "the show is quintessential Perry, who indulged the emotional, the over-the-top, the whimsical, the psychedelic, and even the cheesy over the course of 95 minutes".

[14] Melinda Sheckells of Billboard also gave the first show a positive review, stating that Perry "left another unforgettable mark on the Strip in front of a sold-out, all-ages crowd of 5,000 loudly purring KatyCats", further adding: "'Perry Playland' transports the audience into another dimension of rainbow fluff, heart-shaped confetti and larger-than-life anthropomorphic household objects—it's part fantasy, part hallucination and thoroughly high-camp Perry.

contributor Joyann Jeffrey felt Perry "perfectly wrapped up 2021 in a nutshell when she toasted a giant face mask onstage, and sang on top of some giant toilet paper rolls, which sat beside a huge bathtub and toilet" with Play and wrote the outfits used were "equally as amazing".