The 201 centimetre (six feet, seven inches) Finn claimed the wickets of Simon Katich for 50 and Michael Clarke (9) on his way to figures of 2-61 from 15 overs.
He conceded that, while he was generally pleased with his performance, he still had much to work on if he was to become a regular feature in the England attack.
"Wickets give you confidence, but there are areas of my bowling that I obviously need to work on, having been hit for a few fours today, that's something I need to improve," he said.
"Every time I bowl I need to improve.
"If you look at the economy rate I was the most expensive. Swannie (Graeme Swann) bowled beautifully after the first few overs and got it in the right areas and the other two seamers (James Anderson and Stuart Broad) have gone for two an over.
"As a unit we have been brilliant but I need to make sure I put more balls in the right area tomorrow."
The 21-year-old said he had spent Thursday listening to the roar of the crowd, itching to get out and bowl on the Gabba ground, and when he did he was not disappointed.
"It was great to get out there and bowl, having heard the crowd all day yesterday screaming and shouting -- to be able to play in front of 35,000 people was exhilarating," he said, adding that he had tried not to become overwhelmed by the occasion.
"At the end of the day it's just another game of cricket," he said.
"It was important I didn't build it up to be too big, that would have been detrimental to my performance.
"I'm not used (to the atmosphere), I'm used to playing championship cricket in front of 20 people.
"But it's been great to play in front of so many people and have so many people watching -- it's been fantastic."
Finn's first wicket, that of the dangerous Katich, was a stunning piece of athleticism as he swooped low to catch the Australian opener's return catch inches from the turf.
"If you watch me in the mornings I'll practise catching low like that all the time," he said.
"It's something that I work on, that I'm conscious of, that I need to be able to take catches like that to make myself a better cricketer.
"I mean, you just see the ball and catch it."