The 30-year-old Kalla raised her arms in triumph as she crossed the line in a time of 40 minutes, 44.9 seconds to win the 15-kilometer cross-country skiing.
Norway's Marit Bjørgen took silver, 7.8 seconds back, to become the most decorated female winter Olympian of all time while Finland's Krista Parmakoski clinched bronze, 10.1 seconds behind the winner.
Nicknamed "The Iron Lady," the 37-year-old Bjørgen won her eleventh Olympic medal, overtaking fellow cross-country skier Raisa Smetanina, who won 10 medals competing for the Soviet Union and the Unified Team between 1976 and 1992.
The 15km race, also known as the skiathlon, is split into two parts; it starts with 7.5km using the classical technique followed by freestyle on the second leg.
In one of the most physically testing events in the Olympics, Kalla broke away from the pack after about 34 minutes. Sixty seconds later, she had grabbed a 5.5-second lead over Bjørgen and never looked in danger of being caught.
The 30-year-old Kalla also won a gold medal at the 2010 Vancouver Olympics and the 2014 Sochi Games.
The Netherlands claimed four medals in just five minutes, with three Dutch women sweeping the 3,000m podium in the speed skating and Sjinkie Knegt taking silver in the short-track men's 1500m.
The Dutch Olympic team had a record-breaking Olympics four years ago, when it won 24 medals in Sochi, including 23 in long-track speed skating. The Dutch team is aiming for 15 medals in Pyeongchang.
Holland's Carlijn Achtereekte won in a time of 3 minutes, 59.21 seconds, just 0.08 of a second ahead of pre-race favorite and defending champion Ireen Wust, to claim her first Olympic title. Antoinette de Jong took bronze, at 0.81 second behind the winner.
A few minutes later, over in the short-track arena, South Korea's Lim Hyo-jun won the first gold medal for the host nation, beating world record holder Knegt in a new Olympic record as he broke away from the field halfway through the race.
The Olympic athletes of Russia also took their first medal as Semen Elistratov finished in third place.
Meanwhile, Germany's Laura Dahlmeier, 24, won her first gold medal in biathlon, taking the women's 7.5km sprint, ahead of Norway's Marte Olsbu in second place and Veronika Vitkova from the Czech Republic in third.