Long queues also formed outside venues -- as competition went on inside -- as volunteers and security staff struggled to cope with a sudden influx of fans.
Brazilian military carried out a controlled explosion near the Copacabana finish line of Rio Olympics men's road cycling race on Saturday, witnesses said.
Military bomb disposal experts were at the scene of the explosion and kept crowds away with police.
Elsewhere at the Deodoro venue, onlookers were shocked when a bullet pierced the temporary venue housing media, leaving visible holes in the fabric roof and wall.
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It made for an unsettling day one of the Rio Games, which were launched in a blaze of colour by yesterday's flamboyant opening ceremony.
But in further violence on Friday, police gunned down a mugger outside the ceremony venue, the Maracana stadium, and a woman was shot and killed by armed assailants near the Olympic Boulevard.
In swimming, China's Sun Yang will defend his 400m crown and Britain's Tour de France Chris Froome was among the road race competitors.
Serbian rowers Milos Vasic and Nenad Bedik capsized in choppy waters at the Rodrigo de Freitas lagoon, while Iran's Ghader Mizbani suffered a terrifying crash in the cycling race.
At Olympic Park, the Games' hub, fans complained bitterly over transport and logistical problems which soured their experience on a sweltering day in Rio.