Rain that had dampened Sydney for more than a week cleared to reveal a glittering harbour backdrop for the first day of a 16-day tour - and thousands of excited fans.

The news announced on Monday night that they were expecting their first child in the northern spring added extra excitement to the visit - and ended the is-she-or-isn't-she speculation.

The Duke and Duchess of Sussex, who were married five months ago, were openly affectionate with each other throughout the day and delighted the more than 4000 people who showed up to meet them at the Opera House, spending extra time on the meet and greet.

Among those who had the chance to meet the couple was Harry favourite, 98-year-old war widow Daphne Dunne who met Meghan for the first time.

"She said she had heard all about me, she's so beautiful," Mrs Dunne told AAP.

The first engagement at Admiralty House was an opportunity to meet representatives of the 18 countries competing in the Invictus Games starting this weekend.

Harry who served with the British Army for a decade, including two tours of duty in Afghanistan, set up the games after visiting the US Warrior Games in 2013.

He saw they the positive impact sport was having on the recovery and rehabilitation of wounded servicemen and women and has since been a driving force in promoting the games.

But the real interest was in the new royal baby.

Baby Sussex received his or her first presents with a distinctly Australian flavour - baby ugg boots and a stuffed kangaroo with a joey in the pouch - from Governor-General Sir Peter Cosgrove.

They then headed for Taronga zoo where they met two joey koalas named in their honour as a wedding gift from the people of NSW.

As part of the environment focus of their trip, they also opened the new Taronga Institute of Science and Learning, which Harry described as "absolutely amazing".

"Zoos in the 21st century have to modernise with everything else that's going on. Taronga Zoo seems to be leading the way," he said

After a quick and windy boat trip across the harbour, they watched a rehearsal from the Aboriginal and Torres Strait Islander Bangarra Dance Theatre.

Then to the delight of the thousands who had been waiting since early morning, they did a royal walkabout of the Opera House forecourt, exceeding the allotted 15 minutes for the walk.

At the end of the walk, the royal couple were greeted by a specially selected group mums and daughters, including Sarah Legge and her eight-year-old daughter Alice.

"She asked what I wanted to be when I grow up - and I said royalty. She said no-one's ever said that," Alice said.

Later on Tuesday, the attended a reception with Australians, including maths teacher Eddie Woo, comedian Anh Do, AFL star and indigenous leader Adam Goodes, Olympians Sally Pearson and Jessica Fox, singer Missy Higgins - and her two-month-old baby Luna.

After admiring Luna, Meghan chatted with Mr Woo who told her "our kids are 5, 7 and 10. It takes a lot of energy."

Meghan gave a broad smile and replied "we're excited to join the club"

In a jam-packed schedule of 76 engagements across 16 days, the royal duo will visit Sydney, Dubbo, Melbourne and Fraser Island as well as Fiji, Tonga and New Zealand.

Australian Associated Press