The events began a weekend of commemoration leading up to the anniversary on 31 May and 1 June.
More than 6,000 Britons and 2,500 Germans died in the 36-hour Battle of Jutland, involving about 250 ships.
Princess Anne joined First Minister Nicola Sturgeon for a service at a war graves cemetery in Rosyth.
HMS Kent has weighed anchor at South Queensferry before heading to Orkney for further commemorations.
Jutland, fought in the North Sea off the coast of Denmark, was the only major naval battle of the 1914-18 war.
It brought together the two most powerful naval forces of the time and it became the largest sea battle in naval warfare history in terms of the numbers of battleships engaged.
The events on Saturday were designed to mark the "contribution and sacrifices" made by those who served during the battle.
The commemorations began with a wreath-laying service and then an act of remembrance at Rosyth Parish Church in the town where the battlecruiser force was based in 1916.
A minute's silence took place following the ringing of a bell made from the hull of HMS Tiger, a battlecruiser which suffered light damage during the Jutland campaign.
Ms Sturgeon said: "The sacrifices made by those who fought in this battle, the largest naval encounter of the First World War, and by other seafarers throughout the conflict must never be forgotten."
A service of remembrance was held in South Queensferry Commonwealth War Graves Commission's cemetery, where 40 casualties from the battle are commemorated or buried.
Descendents of those involved in the battle, local school pupils and children visiting from Wilhelmshaven in Germany were part of the event.
Singer Barbara Dickson, whose uncle was killed in the Battle of the Somme, sang Scottish lament Flowers of the Forest as Princess Anne laid a wreath to remember lives lost.
Elizabeth Dickson, whose father survived but her uncle, aged 16, was killed in the battle, said: "It's very important to commemorate because, always, the tradition of commemoration and the rituals of commemoration are important because they're healing."
Admiral Lord West, a commander during the Falklands War who went on to be head of the Royal Navy for four years, said: "We forget sometimes, these sailors didn't die in an instant. There were ones trapped below decks, terrible burns. War is horrible - it was a horrible death on both sides, and we must remember that."
In the final event of the day, hundreds of people lined the streets around Hawes Pier in South Queensferry.
The band of HM Royal Marines (Scotland) performed the Beating Retreat and Ceremonial Sunset, while HMS Kent weighed anchor and fired a gun, before sailing alongside the MV Fingal, a strikingly coloured Dazzle Ship painted by artist Ciara Phillips.
A commemorative plaque unveiled by Princess Anne will later take permanent place at South Queensferry's shore.

About 40,000 high-strength painkillers were recovered in Craigavon at one of three locations searched by police on Wednesday.
Two men have been arrested.
A police spokeswoman said it was dangerous to take such drugs without a prescription.
Officers were "relieved that such a significant quantity has been removed from circulation", she added.
Hundreds of people have gathered to mark the centenary of the largest naval battle of World War One in Rosyth and South Queensferry.
[NEXT_CONCEPT]
A substantial amount of prescription medication, believed to be stolen, has been recovered by police in County Armagh.