"My first day was Thursday."
Your 'first day' could refer to the start date of school or work.
"I began this role on Thursday."
A 'role' talks about your position in a company or organisation.
"I have been working since Thursday."
Here, the use of the present perfect continuous refers to an action which started at a particular time in the past (eg. Thursday), has continued until now and is likely to continue into the future.
"My first day was Thursday."（木曜日が初日でした）
'first day' は学校や仕事の初日を指します。
"I began this role on Thursday."（木曜日からこの仕事を始めました）
'role' は会社や組織での役割を指します。
"I have been working since Thursday."（木曜日から働いています）
ここでは、現在完了進行形を使って、過去（木曜日）に始まり、今も続いていて、そしてこれからも続くであろう動作を表しています。
If you started to work on Thursday, you can express this by saying~:
1. I started working on Thursday.
2.Thursday was my first day of work.
Both sentences are straigh forward and need no futher explanation.
「木曜日から働き始めた」は次のように言えます。
1. I started working on Thursday.（木曜日から働き始めました）
2. Thursday was my first day of work.（木曜日が仕事の初日でした）
どちらも分かりやすい、ストレートな言い方です。
"Thursday was my first day at work." - a saying that can be said in many contexts. It could be your first day working this job or Thursday was was your first day back at work after a holiday or break, for example. If you want to make it more specific you can add to the saying in following ways:
"Thursday was my first day at work at my new job."
"Thursday was my first day at work after my holiday."
The phrase "I started working on Thursday." can also work in different contexts, but if you are trying to express that this is a new job or perhaps you haven't worked a job before, this is a better phrase to use.
"Thursday was my first day at work."（木曜日から働き始めました）
↓
いろいろな文脈で使える表現です。新しい職場の最初の日にも使えますし、休暇明けの最初の日にも使えます。
例えば、より具体的に次のように言うこともできます。
"Thursday was my first day at work at my new job."（木曜日は新しい職場の最初の日でした）
"Thursday was my first day at work after my holiday."（木曜日は休暇明けの最初の日でした）
~~~~~~~~~~~~~~
"I started working on Thursday."（木曜日から働き始めました）
↓
これもいろいろな文脈で使うことができますが、「新しい職場の最初の日」を表すなら、このフレーズの方がいいかもしれません。
You want to state that you started working on Thursday. the above explanation would be a typical way of saying that. Of course the context is important. You could say also for example, 'I started work on Thursday.' In that case, you may be involved with a specific project such as housebuilding - and the project just started. Or, perhaps this is your first job.
「木曜日から働き始めた」と言いたいということですね。上の文はその一般的な言い方です。
もちろん、文脈が重要です。例えば、'I started work on Thursday.' と言うこともできます。これは住宅建設など特定の事業の場合、あるいは初めての仕事のときにも使うことができるでしょう。
I returned to work on Thursday after a week-long break.
I was back at work on Thursday.
1.I returned to work on Thursday after a week-long break.
To return to work means to go back and resume your normal
duties at your place pf employ.A week-long break could be
one of two things: a vacationthat you took or you were
booked off sick by your doctor.
2.I was back at work on Thursday.
This could mean that you had been away from work either
because you took a vacation, you were off sick or you went
abroad on business for the company.
1. I returned to work on Thursday after a week-long break.（一週間の休暇の後、木曜日から仕事に復帰しました）
"To return to work" は「仕事［職場］に戻る」という意味です。"A week-long break" は二通りの解釈ができます。一つは「バカンス」、もう一つは「病気休暇」です。
2. I was back at work on Thursday.（木曜日に仕事に戻りました）
これもいくつかの状況が考えられます。「バカンス」「病気休暇」、「海外出張から戻ってきた」という可能性もあります。
If you would like to tell someone that you have started your work on Thursday, you can say something along the lines of "I started my job on Thursday" or "I started working on Thursday.". These are simple ways to get this message across.
「木曜日から働き始めた」は、次のように言えます。
"I started my job on Thursday"（木曜日から仕事を始めました）
"I started working on Thursday"（木曜日から働き始めました）
どちらもシンプルな言い方です。
These two examples above are perfect ways to describe what you want to say but with two different grammatical structures.
- I started working on Thursday.
This format has the subject pronoun, "I," as the head of the sentence and uses Thursday to describe when the action of the sentence took place.
- Thursday was my first day of work.
This format of the sentence uses, "Thursday," as the main subject of the sentence and uses the object of the sentence, "my first day of work," to describe what happened on this day.
これらどちらの例もあなたの言いたいことを伝えますが、構文が異なります。
- I started working on Thursday.（木曜日から働き始めました）
この文では、代名詞の "I" を主語にしています。そして、"Thursday" を使ってその動作がいつ行われたのか説明しています。
- Thursday was my first day of work.（木曜日は仕事の初日でした）
この文では "Thursday" を主語にしています。そして、"my first day of work" でそれが何の日だったかを説明しています。
Basically, there is no big range of saying it and your example could be used but I wrote one more for you just to have more flexibility. Example - Hi, Jack! When did you start to work? I started to work from Thursday
これはそれほど言い方は多くありません。あなたの考えた例でも大丈夫ですが、私からも一つ例をご紹介しました、表現の幅が広がるように。
例：
"Hi, Jack! When did you start to work?" "I started to work from Thursday"
「やあ、ジャック！いつから働き始めたの？」「木曜日から働き始めました」
イギリス 
カナダ 
アメリカ合衆国 
南アフリカ 
日本 
