The Spaniard would improve on that performance later in the afternoon, charging around the sun-kissed 2.5 mile oval at 223.025 mph but could only manage the 19th best effort among the 32 drivers taking part.
The practice session marked the start of a two-week crash course in IndyCar racing for Alonso, who will miss the next stop on the F1 calendar in Monte Carlo to race the Indy 500 on May 28, the second jewel in motor racing's Triple Crown with the Monaco Grand Prix and Le Mans.
"I think the most difficult thing will be the race itself, all the things that happen in a race like this one, which are the traffic and learning all the little tricks to overtake," said Alonso, already a winner on the streets of Monaco.
"I don't have that experience and I don't have that time, so I know that I will be weaker in some of these aspects.
"I need to learn as quick as I can in the next 10 days, 12 days."
Alonso's McLaren Honda Andretti Autosport team mate Marco Andretti was the fastest on day one with top speed of 226.338 mph followed by 2008 winner Scott Dixon of New Zealand.
Ed Carpenter, twice a pole sitter at the Brickyard, was third quickest followed by Frenchman Sebastien Bourdais, who spent parts of two seasons in Formula One with Toro Rosso.
It was just the second time in an IndyCar for Alonso, who flew to Indianapolis for a private test earlier in the month.
The top 25 drivers were all within a second of each other on Monday but the 35-year-old Spaniard is being brought along slowly by his Andretti team.
He put in just 20 laps while most drivers doubled or tripled that number.
Alonso has endured a miserable F1 season with McLaren who have struggled with an unreliable and uncompetitive Honda engine and are the only team on the grid yet to score a point after five races.
Honda, however, dominated practice at the Brickyard, powering eight of the top 10 cars.
(Editing by Ian Ransom)
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