The crowd stood and roared with approval as Bush, dressed in black, entered the stage with her back-up singers and began performing her song "Lily".
Over 80,000 tickets for the 56-year-old's 22 shows at the Hammersmith Apollo, where Bush last performed in 1979, sold out in 15 minutes when they went on sale in March as fans clamoured to be part of history.
Second-hand tickets for the event have been advertised online for over £1,000 ($1,650).
Eleven of her albums have risen into this week's Top 100 albums chart for sales, with her greatest hits collection "The Whole Story" reaching number eight, according to OfficialCharts.com.
Her most recent release -- "50 Words Of Snow" -- also saw the biggest week on week percentage increase of 810 percent and has sold 155,000 copies so far, the charts company said.
Writing on her website, the "Hounds of Love" star said she was "overwhelmed and genuinely shocked" by the response.
"I very much want to have contact with you as an audience, not with iPhones, iPads or cameras. I know it's a lot to ask but it would allow us to all share in the experience together."
But she asked that fans coming to the shows leave their electronic devices at home.
"It would mean a great deal to me if you would please refrain from taking photos or filming during the shows," she said.
"I very much want to have contact with you as an audience, not with iPhones, iPads or cameras. I know it's a lot to ask but it would allow us to all share in the experience together."
Bush burst onto the scene in 1978 at the age of 19, when her debut single "Wuthering Heights" went to the top of Britain's singles chart and stayed there for four weeks.
The song's distinctive soprano vocals and ethereal video divided audiences, but Bush cemented her reputation as one of pop's true innovators with follow-up singles "The Man with the Child in His Eyes", "Babooshka" and "Running Up That Hill".
Artists as diverse as Tupac Shakur, Sex Pistol Johnny Rotten, Bjork and Coldplay have all cited Bush as an influence.
Her 2011 album "50 Words for Snow" was the last of 10 album releases, but her only tour took place in the April and May of 1979.
Despite the success of the "Tour of Life", a theatrical spectacle involving magicians, poetry and 17 different costume changes, it would take her three decades to go back on tour.
Various theories were put forward to explain her reluctance to play live including a lack of artistic control, a chronic fear of flying and the anguish caused by the death of a roadie during one of her 1979 shows.
But she told the BBC in 2011 that it was the physical strain of her energetic shows which had put her off.
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