The pontiff will travel to mainly Protestant Latvia on Monday and secular Estonia on Tuesday as all three Baltic states mark 100 years of independence this year.
"It has been a century marked by your bearing numerous trials and suffering; detentions, deportations and even martyrdom," Francis told Catholic faithful who waved yellow, green and red national flags as greeted him in Vilnius.
The last century of Baltic history was marked by the Nazi invasion -- which wiped out almost all of the region's Jews -- and then decades of Soviet occupation during the Cold War.
Behind the Iron Curtain, the Catholic Church played a key role in the non-violent anti-Soviet resistance, especially in Lithuania, the only Catholic-majority country of the three.
As a result, it was persecuted with both priests and bishops killed by totalitarian authorities.
Lithuanian President Dalia Grybauskaite called the pope's visit a "precious gift" for the centennial.
Vilnius estimates that more than 50,000 Lithuanians died in camps, prisons, and during deportations between 1944 and 1953. Another 20,000 partisans and supporters were killed in anti-Soviet guerilla warfare.
Francis also called on Lithuania, now an EU and NATO member of 2.9 million people, to draw on the difficult lessons of its turbulent history to become a "bridge between Eastern and Western Europe".
In an apparent reference to the surge of far-right anti-migrant movements in Europe, the pontiff also warned that there were "more and voices sowing division and confrontation... and proclaiming that the only way possible to guarantee security and the continued existence of a culture is to try to eliminate, cancel or expel others."
Francis will honour victims of Soviet-era persecution during a visit to a museum in the former KGB building in Vilnius on Sunday where regime opponents were tortured and killed. And he will pray at a memorial to the victims of the Holocaust.
The pope's first foray into the Baltics risks being overshadowed by a fresh wave of devastating claims of sexual abuse committed by clergy across the globe.
Scandals in Australia, Europe, and North and South America have involved widespread claims of abuse -- and cover-ups -- by clergymen and lay members with one archbishop describing it as the church's "own 9/11".
Francis on Friday accepted the resignations of two more bishops from Chile, which is investigating more than 100 cases of sexual abuse by the clergy.
He has called for a meeting of the heads of Catholic bishops' conferences at the Vatican next February to discuss the issue of the "protection of minors".
However, the pontiff has kept a stony silence regarding claims he had ignored allegations of abuse that were reported to him.
After a meeting with the pope on Wednesday, rock band U2's frontman Bono said he could see the pain on Francis's face when he told him that "it looks to some people that the abusers are being more protected than the victims".
Church authorities in Germany are expected to officially publish a study detailing decades of child sex abuse by priests as Francis winds down his Baltic trip on Tuesday.
The pope's Baltic journey follows in the footsteps of late Polish-born pontiff Saint John Paul II, who travelled to all three Baltic states in 1993, just two years after they broke free from the crumbling Soviet Union.
The trio have since firmly anchored their future in alliances with the West by joining both NATO and the EU in 2004.