The Eredivisie side went down 1-0 to a Borna Barisic penalty and will have to mount a strong comeback in Croatia in next week's return leg in the third qualifying round to stay in the competition.
Big-spending Milan got their Europa League campaign under way with a tight 1-0 win at CSU Craiova, Ricardo Rodriguez scoring on his competitive debut for the club.
Valere Germain also got off the mark, the former Monaco striker opening his Marseille account in style with a hat-trick in a 4-2 home win against Oostende.
Leighton Baines scored the only goal as Everton edged past Ruzomberok of Slovakia 1-0 on Wayne Rooney's competitive debut, while Freiburg beat Domzale of Slovenia thanks to Nils Petersen's first-half strike.
Fenerbahce are in control of their tie having won 2-1 at Sturm Graz, Bordeaux beat Hungarian outfit Videoton 2-1 at home and Athletic Bilbao drew 1-1 at Dinamo Bucharest, Rivaldinho scoring a sensational long-range goal to cancel out Aymeric Laporte's opener.