Kelsey Smith gave New Zealand an early lead after a reverse stick cross from Sam Charlton found her comfortably open to score their opening goal.
After Neal's penalty strike Gloyn scored before Keddell tapped in off a pinpoint cross from McLaren.
New Zealand added a fifth from a deflection off a penalty corner before Gloyn closed their account early in the fourth quarter.
Northlanders Stacey Michelsen, Madison Doar, Sam Harrison and Ella Gunson were all industrious as they eased into the Games.
Hager was happy with the result and credited Scotland for putting them under pressure in the second half.
"'It's good to come away with a win and score a few goals,'' he said.
''I thought in the first half we were really good and clinical. When the rain came we slowed down and credit to Scotland they put a bit more pressure on us.''
With England and Australia, New Zealand look to be one of the favourites at the competition after their impressive showing at the FIH World Hockey League Final last year.
The Black Sticks are back in action Friday against Ghana, the game starting at 6:20pm on TVNZ Games Extra (Freeview 14 and SKY 59).
Hager said they were wary of the threat Ghana possess.
''We've been watching a bit of footage of Ghana. They're quite good and they can play hockey so we'll have to be on our game.''