Taye Taiwo's first half penalty and Ekigho Ehiosun's toe-poke in the second had the Super Eagles flying, but their spirits were deflated by a late Sierra Leone goal two minutes from time.
Siasia has spent the weeks since his appointment promising attacking football, and on that score he delivered. Every chance the Eagles got, they attacked the Leone Stars down the wide areas. Ahmed Musa, who broke the Nigerian domestic league goalscoring record last term, was proving particularly troublesome down the right channel with his pace and guile.
Peter Utaka was not quite as effective on the other flank, but he is a central striker.
It was the visitors who got the first opportunity, with barely three minutes played when Mohammed Bangoura's cross cum shot forced Dele Ayenugba into a fingertip save. But from then on, it was Nigeria.
Utaka was denied a penalty when clean through on goal, but was awarded one for a trip that looked dodgy. Taye Taiwo had no complaints as he sent the goalkeeper the wrong way to put the Eagles ahead.
Emmanuel Emenike, one of three debutants on the night, missed a fine chance to double the advantage when he muscled his way in from the left flank and just failed to put the ball under the keeper.
His day was ended when he collided with an opponent in midfield and had to be stretchered off. It was his replacement, domestic league top scorer Ekigho Ehiosun, who doubled Nigeria's advantage. Fed from a short corner routine between Osaze Odemwingie and Joel Obi, Ehiosun arrived with a poacher's instinct to get a toe to Obi's excellent delivery.
Odemwingie had the ball in the net for 3-0, but the flag denied him. Replays showed the assistant referee was wrong.
And the decision was to prove costly, when the visitors found space behind substitute Adefemi Olubayo and ripped a shot past Aiyenugba. Cue boos from the Lagos crowd.
But the Eagles rallied, and towards the end, they had won back the support of their fans. There is still a long road to travel, but now the hard work has started for Siasia.