Maris Verpakovskis scored the only goal in the 29th minute. Turkey's best chance came when Emre Belozoglu hit the post in the 86th minute -- after teammate Emre Asik was sent off in the 73rd for two yellow cards.
Turkey reached the semifinals of last year's World Cup.
"Our players had tough conditions with the climate," Turkey coach Senol Gunes said, referring to subzero temperatures. "That is why we lost, I think."
Latvia, which regained its independence from the Soviet Union in 1991, has never advanced to a major tournament. All 9,000 tickets for the game sold out in two hours.
Wales, which hasn't been in a major tournament since the 1958 World Cup, defended well in Moscow. Dmitry Bulykin's long-range shot was inches wide at the far post, and Bulykin missed a half-chance in the 40th minute.
Russia dominated possession in the second half, although two of its best chances were blocked by defender Mark Delaney. The Russians scored 15 goals in four qualifying wins.
"We all knew we had to produce a peak performance," Wales manager Mark Hughes said.
Russia goalie Sergei Ovchinnikov will miss the second leg in Cardiff after receiving a yellow card at halftime.
Wales, missing four injured regulars, finished qualifying with three losses and a draw. Italy took advantage to win Group 9.
"You only get so many chances at this level," Hughes said. "We should have qualified outright, but now we have another opportunity, and we intend to take it."
In Zagreb, Dado Prso gave the home team the lead in the fifth minute, only for Ermin Siljak to equalize in the 22nd. Croatia hit a post and was frustrated by Slovenia 'keeper Mladen Dabanovic.
Croatia and Slovenia have been embroiled in a range of diplomatic disputes. Slovenia recently withdrew its ambassador from Zagreb following a sea border feud.
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