Rodriguez fielded grounders and took part in various drills including bunt defence Friday during New York's second full-squad workout.
Asked whether he felt comfortable at first, Rodriguez said: "Too quick to tell."
"I'm anxious to learn, though," he added.
Suspended for violations of baseball's drug agreement and labour contract, Rodriguez missed all of last season and is trying to return as his 40th birthday approaches in July. Yankees manager Joe Girardi and general manager Brian Cashman say Chase Headley will be their starting third baseman and Rodriguez will compete for at-bats at designated hitter.
Having Rodriguez get occasional playing time as Mark Teixeira's backup at first would give Girardi flexibility. A-Rod will begin early workouts Saturday.
"As we go through these drills, it's important that he's gets over there and tries to get a better understanding of what the position is," Girardi said. "It's going to take some time. He'll study it, he'll watch it. It's just his nature. Hopefully it comes fairly easy for him."
Rodriguez pointed out that he grew up watching Keith Hernandez, who won 11 Gold Gloves at first, and had been teammates Teixeira and John Olerud.
"I really understand the value of a great first baseman," Rodriguez said. "And I've been fortunate to play with some of the all-time best."
Rodriguez made the transition from shortstop to third when he joined the Yankees for the 2004 season, a move he called hard. A-Rod made the switch because the Yankees had no intention of moving Derek Jeter.
"It's a completely different game from short," Rodriguez said. "I wasn't very good at the beginning."
Rodriguez used his regular infield glove Friday. While talking with reporters later, Rodriguez couldn't find his new first baseman's glove in his locker. He later found it on top of a nearby locker and gave it to a clubhouse attendant to break it in.
NOTES: INF Brendan Ryan saw Dr. Daniel Murphy on Thursday and had an MRI that revealed a mid-back strain. Ryan, expected to miss five days of on-field work, said the injury occurred during biceps curls before reporting to camp. "A little strain," Ryan said. "No big deal."