Real Madrid striker Gonzalo Higuain scored a hat-trick in the 4-1 victory over Chile but of similar importance was Messi's first strike in 16 games for La Albiceleste.
Handed the captain's armband by Sabella, Messi made it 2-0 in the 26th minute after combining with Higuain to end a run going back two years and seven months.
Messi replied in kind to set up Higuain's hat-trick in the 63rd minute, while Angel Di Maria laid on his clubmate's other two goals.
Chile, missing injured key players Alexis Sanchez and Gary Medel, had pulled it back to 3-1 through Matias Fernandez on the hour.
"It was important to get off on the right foot and we did just that," Higuain said in quotes reported by AFP, having also scored a treble in his last match for Real. "I liked a lot of what we did tonight. Now we have to keep this up."
Sabella took over from Sergio Batista after Argentina lost in the Copa America quarterfinals on home soil in July, and his next task is a trip to Venezuela on Tuesday.
Venezuela's campaign began with a 2-0 defeat at Ecuador on Friday, with the Copa semifinalists' most-capped player Jose Manuel Rey sent off with 12 minutes to play for a second yellow card.
Strikers Jaime Ayovi and Christian Benitez gave Ecuador a commanding lead inside the opening 30 minutes.
Copa champions Uruguay made a perfect start with a 4-2 victory at home to Bolivia.
Strikers Luis Suarez and Edinson Cavani helped make it 3-1 at halftime, while defender captain Diego Lugano netted his second goal with 18 minutes to play before Marcelo Martins' late consolation penalty.
Copa runners-up Paraguay crashed to a 2-0 defeat away to Peru, who built on their third-place finish as striker Jose Paolo Guerrero netted both goals in the second half.
Paraguay host Uruguay on Tuesday, while Peru visit Chile and Bolivia are at home to Colombia.
Brazil, assured of a place as hosts of the 2014 tournament, beat Costa Rica in a friendly on Friday.
Striker Neymar netted a 60th-minute winner before the home team had Heiner Mora sent off late in San Jose.