The 65-year-old Nobel Peace Prize laureate met her supporters outside the headquarters of the National League for Democracy in Rangoon.
"Please do not give up hope. There is no reason to lose heart. Even if you are not political, politics will come to you," Suu Kyi said.
"The basis of democratic freedom is freedom of speech. If we want to get what we want, we have to do it in the right way," she added.
During the speech Suu Kyi said that she do not have any grudge against the military junta which held her captive for two decades.
World leaders including British Prime Minister David Cameron and US President Barack Obama heralded her release.
"Aung San Suu Kyi is an inspiration for all of us who believe in freedom of speech, democracy and human rights," British Prime Minister David Cameron said.