The Lions overcame extreme heat and humidity as they opened the 125th anniversary tour with a 59-8 win.
"Today's performance was about us putting some foundations in place and the first two or three games are like that," said Gatland, who faced the Lions in 1993 during his playing days in New Zealand.
"Going forward, these players who played tonight have laid down a marker."
Among those to impress the coach were the Welsh duo of Mike Phillips and Alex Cuthbert, who bagged a brace of tries each, while flyhalf Owen Farrell had an indifferent night with ball in hand but kicked 15 points.
"I am absolutely delighted with the start (of the tour)," Gatland told Sky Sports.
"For the last couple of tours - 2005 and 2009 - they were ropey starts and a little bit rusty so to kick it off like that is great for momentum."
The match was played in the Hong Kong evening but the temperature hit 29 degrees Celsius and relative humidity was at a stifling 72 percent.
"The conditions were really tough and we found in the first half that we missed three or four opportunities with a bit of eagerness and getting a bit flat," Gatland added.
"But to come out the way we did and keep going in those conditions was great. The players were saying that the ball was like a bar of soap and difficult to hold on to but we just kept our composure."
The Hong Kong component of the tour had been questioned before the team departed but Gatland believed it had been great for the team in terms of conditioning.
"I think it's been good preparation," he said.
"We've had a chance to look around Hong Kong, and had time to bond as a team without some of the interferences that we'll see when we get to Australia."
The Lions now travel to Perth, where they face the Western Force on Wednesday in the first of nine Tour matches around Australia.
The three test series against the Wallabies begins in Brisbane on June 22.