Trump, who recently obtained Hong Kong residency through the Quality Migrant Admission Scheme, was playing on home soil for the first time.
But it was fellow Englishman Wilson who started off strong and took the first frame. Trump struck back with a 142 break to level things up, before going on to win the best-of-seven match 4-2.
The 35-year-old will next face another Englishman Jack Lisowski.
In other first-round action, English stars Shaun Murphy and David Gilbert both secured narrow 4-3 victories to reach the last 16.
The Secretary for Culture, Sports and Tourism, Rosanna Law, was in attendance and officiated at the opening ceremony.
She hoped the ranking tournament will be a huge success and hoped that players and visitors would have an unforgettable experience.
This six-day event marks the first official sports competition at the Kai Tak Sports Park, with over 4,200 people attending on the first day.
