Francis went to the Basilica of Santa Maria Maggiore, the oldest church in the world dedicated to the Madonna, where he prayed before a famous icon of the Madonna called the Salus Populi Romani, or Protectress of the Roman People.
"He spoke to us cordially like a father," said Father Ludovico Melo, a priest who prayed with the pope. "We were given 10 minutes' advance notice that the pope was coming".
The first South American pontiff and the first non-European pope in 1,300 years, Francis is also bishop of Rome.
In his first words on Wednesday night he made clear that he would take that part of his role seriously and made good on the promise by visiting one of the capital's most important churches. (Read: Pope Francis' first speech to the world)
Later on Thursday he was to go to the papal summer retreat at Castel Gandolfo, south of Rome, to meet Emeritus Pope Benedict, who last month became the first pontiff in 600 years to step down, saying he was too frail to tackle all the problems of the 1.2 billion-member Church.
Argentine Cardinal Jorge Bergoglio's election has broken Europe's centuries-old grip on the papacy but he is also the first to take the name Francis, in honour of the 12th century saint from Assisi who spurned wealth to pursue a life of poverty.
His elevation on the second day of a closed-door conclave of cardinals came as a surprise, with many Vatican watchers expecting a longer deliberation, and none predicting the conservative 76-year-old Bergoglio would get the nod.
He looked as startled as everyone, hesitating a moment on the balcony of St. Peter's Basilica before stepping out to greet the huge crowds gathered in the square below to catch a glimpse of the new pontiff.
"I ask a favour of you ... pray for me," he urged the cheering crowds, telling them the 114 other cardinal-electors "went almost to the end of the world" to find a new leader.
"Good night and have a good rest," Bergoglio said before disappearing back into the opulent surroundings of the Vatican City - a far cry from his simple apartment in Buenos Aires.
"Yesterday he transmitted such humility, love and brotherhood," said a woman outside the basilica on Thursday morning.
On Wednesday night, delighted priests, nuns and pilgrims danced around the obelisk in the middle of St. Peter's Square, chanting: "Long Live the Pope" and "Argentina, Argentina".
In his native Argentina, jubilant Catholics poured into their local churches to celebrate.
"I hope he changes all the luxury that exists in the Vatican, that he steers the Church in a more humble direction, something closer to the gospel," said Jorge Andres Lobato, a 73-year-old retired state prosecutor.
CHANGE OF DIRECTION
The 266th pontiff in the Church's 2,000-year history, Francis is taking the helm at a time of great crisis, with morale among the faithful hit by a widespread child sex abuse scandal and infighting in the Vatican bureaucracy.
His unexpected election answered some fundamental questions about the direction of the Church in the coming years.
After more than a millennium of European leadership, the cardinal-electors looked to Latin America, where 42 percent of the world's Catholics live. The continent is more focused on poverty and the rise of evangelical churches than questions of materialism and sexual abuse, which dominate in the West.
They also chose a man with long pastoral experience, rather than an academic and Vatican insider like Benedict.
"It seems that this pope will be more aware of what life is all about," Italian theologian Massimo Faggioli told Reuters.
Bergoglio was born into a family of seven, his father an Italian immigrant railway worker and his mother a housewife. He became a priest at 32, nearly a decade after losing a lung due to respiratory illness and quitting his chemistry studies.
Despite his late start, he was leading the local Jesuit community within four years. Bergoglio has a reputation as someone willing to challenge powerful interests and has had a sometimes difficult relationship with Argentine President Cristina Fernandez and her late husband and predecessor, Nestor Kirchner.
Displaying his conservative orthodoxy, he has spoken out strongly against gay marriage, denouncing it in 2010 as "an attempt to destroy God's plan," and is expected to pursue the uncompromising moral teachings of Benedict and John Paul II.
Bergoglio is the first Jesuit to become pope. The order was founded in the 16th century to serve the papacy and is best known for its work in education and for the intellectual prowess of its members.
The Vatican said his inaugural Mass would be held on Tuesday. U.S. President Barack Obama said the election of Francis "speaks to the strength and vitality of a region that is increasingly shaping our world."
In preparatory meetings before the conclave, the cardinals seemed divided between those who believed the new pontiff must be a strong manager to get the dysfunctional bureaucracy under control and others who were looking more for a proven pastoral figure to revitalise their faith across the globe.
Bergoglio was a rival candidate at the 2005 conclave to Benedict, but his name had not appeared on lists of possible contenders this time around, with many discounting him because of his age, thinking prelates wanted a younger leader.
The secret conclave began on Tuesday night with a first inconclusive ballot. Three more inconclusive ballots were held on Wednesday before Francis obtained the required two-thirds majority of 77 votes in the fifth and final vote.
Billowing white smoke poured from the Sistine Chapel and the bells of St. Peter's Basilica rang out to announce the news, drawing Romans and tourists to the Vatican.
"May God forgive you," Bergoglio said to the cardinals at a subsequent dinner, raising loud laughter, according to New York Cardinal Timothy Dolan.