World No. 1 Rory McIlroy hits tension-packed golf shots with the world's best players, but he had never been so nervous as when he was asked to play a little tennis with one of his girlfriend's pals. But then, McIlroy's girlfriend is women's tennis star Caroline Wozniacki of Denmark, friend of Russian star Maria Sharapova, and the request came during an exhibition match at New York's famed Madison Square Garden. On Tuesday, McIlroy arrived at Doral for his first tournament as the World No. 1, a World Golf Championships event that starts on Thursday, and admitted he was gobsmacked by his brief tennis foray the night before. "I've never been so nervous in my life," McIlroy said. "I can hit a golf shot in front of a million people but getting up there, I wanted to hit a serve but I was thinking, 'If I frame this into the crowd it's going to look so bad.' "So just a little under-arm over the net. Maria was nice. She hit it back to me at quite a gentle pace." Sharapova hit a McIlroy backhand wide to win the point, delighting the crowd. "Never thought I'd play tennis at Madison square garden!! Had a great time," McIlroy tweeted. "I even won a point!" McIlroy explained that he felt obligated to join Wozniacki on the court ahead of her match, which went to Sharapova 6-3, 6-4."Maria had got someone from the crowd to dance with and then Caroline turned to the crowd and said, 'Any hot guys that want to dance with me?' And I'm like, 'Well, I don't want anyone else dancing with you,' so I put my hand up. "Thank God she didn't ask me to dance. I was much happier hitting a tennis shot." McIlroy, who took the top ranking with a victory last Sunday at the Honda Classic, was glad to escape golf. The 22-year-old Northern Irishman plans to take off three weeks after this one before playing in the Masters. "It has been nice to sort of get away from golf a little bit and reflect and sort of let it sink in, but I'm looking forward to getting back at it this week," McIlroy said. "People from all walks of life and different sports have reached out to me to say, 'Well done.' So it's very nice to have so many people watching you and encouraging you and supporting you." Among those who sent messages of support were entertainers, golf rivals and football stars, notably from Manchester United. "Got one from Fergie. Got one from Wayne Rooney, Rio Ferdinand, a few of the United boys," McIlroy said. "To have their support and for them to reach out to you and say congratulations, it is pretty surreal watching Man United for so many years and then having Alex Ferguson send you a text message or Wayne Rooney or whatever. It's a nice position to be in." McIlroy will tee off as the World No. 1 in a tournament for the first time on Thursday morning at Doral's 10th hole alongside English pals Luke Donald and Lee Westwood, the two prior golfers to hold the World No. 1 ranking. "It doesn't feel much different," McIlroy said. "It was a great feeling on Sunday just to win the tournament and with a couple of guys making a charge, it was nice to play pretty solid coming down the stretch and get the job done. "It's great to get to this position and obviously I'd love to stay here for as long as possible. I just need to concentrate on playing good golf, trying to win tournaments. If I can do that, then the position I'm at will hopefully take care of itself." The reigning US Open champion has handled success at a young age but takes it in stride. "My dad always said to me, 'If you're good enough, you're old enough.'"