(Adds Murray victory, Haas withdrawal, Wozniacki defeat)
PARIS May 27 (Reuters) - Li Na, the Australian Open champion, followed her male counterpart Stan Wawrinka out of the French Open in the first round when she lost 7-5 3-6 6-1 to local favourite Kristina Mladenovic on Tuesday.
The second seed from China, who won the Roland Garros title in 2011, admitted she had handed victory to the Frenchwoman through her own failings on another chilly day in Paris.
"I think it doesn't matter who plays today against me, I always lose the match. Today I just gave it away," said Li. "Nobody says if you're No. 2 in the world you have to win all the matches.
"The problem is myself, I don't think I'm doing well on the court. I didn't think totally what I should do, like especially I didn't follow the game plan. In my mind I didn't have any idea how to play the match."
David Ferrer, runner-up last year to eight-times champion Rafa Nadal, and Wimbledon champion Andy Murray and local favourite Richard Gasquet reached the second round.
Murray, who missed the claycourt grand slam because of a back injury last year, was the only one of the trio to drop a set in a 6-1 6-4 3-6 6-3 defeat of Kazakhstan's Andrey Golubev. Men's seeds Tommy Haas and Nicolas Almagro were forced to withdraw injured.
Li's defeat made it the first time that men's and women's grand slam champions have been knocked out in the following major in the first round. Wawrinka, the Swiss third seed, lost to Spain's Guillermo Garcia Lopez in four sets on Monday.
Mladenovic saved two set points in the opener, lost focus in the second but stepped up a gear again in the decider to wrap it up on her second match point.
"It's incredible, without you I couldn't have done it," a weeping Mladenovic told the cheering crowd.
Another young Frenchwoman, Caroline Garcia, offered far fewer problems to 2008 champion Ana Ivanovic on the same court. The Serbian won 6-1 6-3 to join the 2009 title winner, Svetlana Kuznetsova, in the second round.
Caroline Wozniacki, the former world No.1 now seeded 13th, suffered more pain after her break-up with top golfer Rory McIlroy when she lost in three sets to Yanina Wickmayer of Belgium on her return to tennis and the public eye.
Ferrer, the fifth seed who beat world No.1 Rafa Nadal in the Monte Carlo quarter-finals, eased through 6-4 6-3 6-1 against Dutchman Igor Sijsling.
The Spaniard said he was not surprised by the early shocks. "The tennis is very close. It's difficult this sport," he said.
HOT TO HANDLE
Eleventh seed Grigor Dimitrov, one of the young players expected to challenge the likes of eight-times champion Nadal in Paris, found giant Ivo Karlovic too hot to handle in a 6-4 7-5 7-6(4) loss.
"Today he was all over the court. He was just hitting his shots, you know, penetrating every volley, low slice, serving really good. He always serves good," said Dimitrov.
"I just couldn't find the rhythm, and I couldn't achieve any of the little opportunities that I had in the match."
Murray also had his problems in the third set against Golubev, who suddenly started mixing up his game, but he regained control to reach the second round in a quarter of the draw opened up by Wawrinka's defeat.
"He's a tough player, he's extremely aggressive and puts you on the back foot really early," said Murray of Golubev. "It was windy, especially at the beginning. I didn't go for my shots too much, I just tried to be patient."
France's Richard Gasquet, seeded 12, won 6-2 6-1 7-5 against Austria's Bernard Tomic while former world No. 1 Lleyton Hewitt, who had reached two quarter-finals in 13 visits before Tuesday, lost 3-6 6-2 6-1 6-4 to Argentine Carlos Berlocq.
Tommy Haas, the 16th seed, pulled out with an injured shoulder when leading 5-2 in the first set against Juergen Zopp of Estonia. Nicolas Almagro of Spain, the 21st seed, also withdrew, with an injured foot, from his match against Jack Sock of the U.S. when trailing 5-0 in the first set.
In the first match on the Philippe Chatrier show court, Simona Halep, seeded fourth, narrowly missed inflicting the first "double bagel" of the tournament after serving for the match when leading Alisa Kleybanova of Russia 6-0 5-0.
But the Romanian lost concentration and gave up two games before winning on her first match point.
"I was thinking at 5-0 that I can win 6-0 6-0," Halep said. "I was a little bit relaxed after that, and it was cold."
Japan's Kimiko Date-Krumm, the older stateswoman of the WTA Tour at 43, saved four match points but still went down 6-3 0-6 6-2 to 24th seed Anastasia Pavlyuchenkova.
American 15th seed Sloane Stephens beat China's Shuai Peng 6-4 7-6(8) and Kuznetsova, the Russian 27th seed, eased through 6-3 6-1 against Georgia's Sofia Shapatava. (Editing by Ed Osmond/Alan Baldwin)