Nick Kyrgios and Jack Sock then handed Team World their first point by beating Tomas Berdych and world number one Rafael Nadal in the day's closing doubles rubber to round off the score at 3-1 for Europe.
"I'm happy the way the day went, we had a couple of wins that were super close and we could lose," said Roland Garros and US Open champion Nadal.
"We have a good result for our team. Happy to go to back to bed with 3-1 and tomorrow is another day."
World number five Cilic beat 72nd-ranked Frances Tiafoe, a replacement for the injured Argentinian Juan Martin del Potro, 7-6 (7/3), 7-6 (7/0) in the tournament opener.
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The big-serving Croat and the 19-year-old American held on to their serves in the first set before earning a break apiece in the second, with Cilic showing better nerves in both tie-breakers.
Seventh-ranked Austrian Thiem then put Europe 2-0 ahead, beating world number 17 John Isner 6-7 (15/17), 7-6 (7/2), 10/8.
Isner went 4-0 up in the super tie-break, but the patient Austrian came back to win the rubber.
In a clash of the teams' youngest players, the 20-year- old world number four, Zverev, overpowered 18-year-old Canadian Denis Shapovalov 7-6 (7/3), 7-6 (7/5) in another rubber without breaks.
In the doubles, Berdych lost his serve halfway through the first set as off-court friends Kyrgios and Sock seemed far more comfortable on the black court of Prague's O2 Arena.
Skippering Team Europe, Bjorn Borg decided to rest world number two Roger Federer on Friday while John McEnroe decided not to use his highest-ranked player, 16th-ranked Sam Querrey.
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