SHEBOYGAN, Wis. - Dustin Johnson blatantly rejected the suggestion from his respected teacher to hit a modest 2-iron off the first tee. Johnson had the strength and confidence to go more boldly, and who could argue?

If there is anybody who knows how to start a major championship, it is Johnson. He now has led after the first round in three consecutive majors.

Finishing one is another matter altogether, and Johnson's identity on the tour is shaped by the fact that he has squandered several big chances at the end. Still, he keeps getting himself in position for the endings because he keeps having beginnings like the one here Thursday: 6-under-par 66 to take the lead at the PGA Championship.

He is one stroke ahead of David Lingmerth, the former Swedish teen hockey star who chose golf for a living and won Jack Nicklaus' Memorial Tournament this year. Johnson overpowered Whistling Straits and its lakefront wind to put himself at the head of the pack.

A hot start is not news to a man who has gone an aggregate 20-under-par in the first rounds of the 2015 majors. "I don't know. I think I'm just playing a little better this year. Your guess is as good as mine," Johnson said after a morning round that featured an eagle on the 569-yard, par-5 16th hole.

Aggressiveness was the first and final word for him Thursday, which also was no shock. "I do that every time I play," he said.

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So Butch Harmon, one of the most highly regarded swing coaches in the world, had no shot at convincing him to meander into the PGA with an iron off the 361-yard 10th hole, his first of the day. As it was, Johnson did offer a little concession by going with his 3-wood instead of his driver because of the wind.

"It was straight down and it was blowing pretty hard when we teed off. If I hit driver, it would have had to be straight at the flag. There was nowhere to hit it," he said, recalling the hole on which he pitched up, made an easy birdie and was on his way.

But on his way where? He knows that all kinds of misfortune can happen right to the very last second. Ultimately, he will have to hold off the two greatest closers in current golf, Jordan Spieth and Rory McIlroy. Playing in the same threesome, each had a rocky start but left the course with respectable 1-under-par rounds.

"I'm pleased with it. Under par was a good round this afternoon," said Spieth, who beat Johnson in the U.S. Open.

Lingmerth briefly was tied with Johnson before missing a four-foot par putt on the sixth hole (his 15th).

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Johnson put on a power display, averaging 312.8 yards off the tee, which can make a tough game seem uncomplicated. "Today was pretty easy, I'd have to say. I was swinging well and hitting the shots where I was looking. Any time you're doing that, it makes things a lot easier on you," he said after requiring only 28 putts because he often hit his approaches so close.

"Right now he's putting himself in positions where 95, 99 percent of the players that are playing this week aren't there," said Jason Day (4 under), who played with Johnson and Rickie Fowler.

Day said Johnson pummeled a drive on the 489-yard fourth hole. "Hitting it way down over the hill with the wind in [your face], that's just freakish,'' he said. "To be able to come in with a sand wedge is really a joke."

At the end, Johnson hopes this time the joke will be on everyone else.