The Moto2 champion, making his MotoGP debut this year with the Honda team, finished the first day of testing in Malaysia third quickest, less than half a tenth of a second behind team-mate and pacesetter Dani Pedrosa.
Marquez, who had not ridden the bike since the end of last year, insisted he still has a long way to go despite his promising pace.
"I'm very happy with how the first day went, because you always have a few nerves after a couple of months out," said Marquez.
"I thought that I would take a little longer to get back 'on it', but right from the opening laps I felt very comfortable on the bike.
"We picked up confidence from the start, although obviously we can still improve.
"I don't think the result today should be used as a reference point, because we are all trying out new things. I focused on simply finding a good set-up and getting comfortable on the bike.
"I tried to put in a good time so that the day's testing had a purpose."