Having strengthened his squad with a dozen new players in the close-season, Wagner saw the most expensive of them, Benin global Steve Mounie, score twice.
You can not moan if you play your first game in the top flight in 45 years and you win 3-0 away.
Crystal Palace are aiming to get their 2017-18 campaign off to a good start under new manager Frank de Boer, who takes charge of the Eagles following the departure of the retired Sam Allardyce.
It didn't take long for Huddersfield to double their advantage.
Andros Townsend replaced the injured Luka Milivojevic at the start of the second half for Palace, and the hosts did the pressing early in the second half, Benteke superbly denied by a diving save from Lossl following a Patrick van Aanholt corner.
Jairo Riedewald, Ruben Loftus-Cheek and Timothy Fosu-Mensah have all recently arrived at Selhurst Park and it has been confirmed all three have been included in the matchday squad for the visit of the Terriers.
Dann blazed over in Palace's last chance to halve the deficit, with Mounie giving Huddersfield further reason for jubilation as he beat Hennessey's glove from Collin Quaner's pull back.
He leaves the professional game as a player with 460 games to his name, with a majority of his career being in the Premier League and Cardiff City, with clubs like Charlton Athletic, Crystal Palace, Cardiff City and Fulham to name.
- Huddersfield are the first team to win on their Premier League debut since Blackpool in August 2010 (4-0 v Wigan).
Ahead of his sides' opening fixture, the Dutchmen insists that he doesn't feel the need to prove a point to anyone despite moving to a new league.
For every way in which it may have been wonderful for Wagner, it would have been a concern for De Boer.
Since 2008-09, only four newly promoted sides have won on the opening day in the Premier League - but all, like Huddersfield, had won promotion via the play-offs; Hull in 2008 and 2016, Blackpool in 2010 and West Ham in 2012.
Nawaz Sharif and people are inseparable: Shahbaz Sharif
He said that due to the wonderful policies of Nawaz Sharif, the country is fast moving towards prosperity and development. PML-N leader Mushahidullah Khan claimed a rally of this size had "never happened in Pakistan before".