Koe's Calgary squad of third Pat Simmons, second Carter Rycroft, and lead Nolan Thiessen methodically cruised to a 6-3 victory Saturday over Denmark's Rasmus Stjerne.
"We lost the first game at the (Canadian Curling) trials, we lost our first game at the provincials and we lost our first game at the (Tim Hortons) Brier," Rycroft said, laughing. "Coach (John) Dunn said, 'I don't want that to happen again.'
"Mission accomplished: 1-and-0."
It took some time for both teams to adjust to ice conditions in an arena more noted for hosting the 2008 Olympic volleyball competition. Canada pounced on Danish misses in the third end to score two, then stole single points in the following two ends to take control.
Canada's airtight defence went to work the rest of the way.
"If you're up, your shots are usually simpler, and with the ice being tricky, that's a big advantage," said Koe. "If you're having to play come-arounds and freezes to get back into it, those aren't easy to begin with, let alone when the ice is tricky, so if you can throw them hard, which we like to do, that's always a good sign."
Stjerne, who skipped the Danes to a fourth-place finish at the 2013 worlds in Victoria, said Canada is a "tough team to come back on."
"They never gave us an inch," Stjerne said. "I felt like we had a couple opportunities to get a deuce, but we never took advantage and it bit us in the end."
Canada returns to the ice Sunday morning against Japan's Yusuke Morozumi, a 9-5 loser to Norway's Thomas Ulsrud on Saturday night.
"You know what? (The Danes) are a good team, they made the playoffs last year, so they're one of the better teams here," said Koe, who was scored at 96 per cent for the night. "And we've got off to a slow start everywhere this year, so to get the win under our belt feels good."
In other Saturday games, Oskar Eriksson of Sweden (2-0) topped Pete Fenson of the U.S. (0-2) 8-6, while Johnny Jahr of Germany, who was 0-9 at the Olympics, improved to 2-0 with a 9-5 win over Evgeny Arkhipov of Russia (1-1).
Earlier Saturday, Russia edged Switzerland's Peter de Cruz 8-7, Jiri Snitil of the Czech Republic downed the U.S. 9-7, Germany beat China's Rui Liu 11-5 and Sweden doubled Scotland's Ewan MacDonald 8-4.
Koe won gold in his only previous appearance at the world championship, taking top spot at the 2010 tournament in Cortina D'Ampezzo, Italy.
Koe had a strong performance at the Tim Hortons Brier earlier this month and is enjoying another solid year on the World Curling Tour.
Canada has won gold three of the last four world championships. Jeff Stoughton was victorious in 2011 in Regina and Glenn Howard won at Basel, Switzerland in 2012.