Wearing the "C" that Messier made famous, Jagr burst up ice during his first shift and scored on the initial shot of the season, sparking New York to a 5-2 victory over the Washington Capitals on Thursday night.
Shanahan made it a rout in his Rangers debut, scoring twice to become the 15th player with 600 goals in the NHL - eight more than Jagr. The milestone marker came 2:58 into the third period when he scored from in front during a delayed penalty.
Shanahan and Blair Betts scored 1:34 apart in the second period to break it open, Martin Straka had an empty-netter, and Henrik Lundqvist made 25 saves for the Rangers, who won a home season opener for the first time since 1985 - also against Washington.
Alexander Ovechkin drew the attention of the Rangers, who kept the reigning rookie of the year in sight throughout. He drew reaction from the crowd with his skating, hard-hitting and imaginative offence, but was kept scoreless.
Alexander Semin drew the Capitals even at one at 2:58 of the middle period, and Rico Fata scored with 1:42 left to make it 4-2.
Rangers coach Tom Renney went with alternate captains all last season, the first following Messier's retirement after the NHL lockout. But during the team's first trip to the playoffs since 1997, Renney cited a noticeable leadership void when the Rangers were swept in the opening round by New Jersey.
Jagr was the obvious choice to take over in his third season in New York. Once Renney was convinced the Czech star wanted the job and was ready for it, he had the "C" sewn onto Jagr's left shoulder - the one injured during the playoffs.
Now healthy, Jagr jump-started the Rangers again, first by skating out of the smoke-filled tunnel as his captaincy was announced and then with his stick that produced 54 goals and 123 points last season.
Jagr took a pass from Straka at his blue line and skated up ice toward the right side of the Capitals zone. He cut inside, drifted toward the right circle and worked around defenceman Shaone Morrisonn before letting go a hard shot that found the low right corner behind Olaf Kolzig.
The 24th captain in Rangers history was swarmed by teammates as Madison Square Garden rocked. Chants of "M-V-P" rained down on Jagr, who finished second for the award last season.
Kolzig began his 16th season with the Capitals in fine fashion, stopping 31 shots - 16 in the second period.
After Semin sneaked a shot between Lundqvist's legs to tie it, the Rangers struck back.
Adam Hall pounced on a Washington turnover and passed to Betts, who wristed a high shot past Kolzig with 7:07 left in the middle frame.
Following another turnover, Petr Prucha rifled a pass up the middle of the ice to Shanahan, who broke in alone and snapped a shot between Kolzig's legs to make it 3-1 at 14:27.
Notes: Jagr was the first Rangers player to score in the first minute of the season opener since Ron Greschner on Oct. 11, 1984. ... The Capitals haven't won at MSG since Jan. 28, 2004. ... Kolzig has played in 37 of 38 games against the Rangers, dating to Jan. 9, 1997. ... Prucha had two assists.