Highlights are just starting on BBC Two and you can catch them on iPlayer, too.
Stephan Shemilt's report of an absorbing opening day's play is here.
Join us again tomorrow, won't you?
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New Zealand centurion Devon Conway, speaking to Sky Sports: "Very good feeling. I'll have some time to let that settle in but naturally as a player the job's not done. But I'm very happy.
"I had a conversation with Kane about what it's like to be on that honours board and the guys are all very happy for me."
'New Zealand still have work to do'
Jeremy Coney
Former New Zealand captain on BBC Test Match Special
Three wickets down on the first day of a Test match, even with the wicket set fair, when you haven't played for five months and are against two experienced opponents in Broad and Anderson in particular, you know it is going to be a battle.
Because New Zealand haven't scored quickly there is a chance England can come back tomorrow. New Zealand still have some work to do but which shed would you rather be in tonight? New Zealand's, I think.
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Michael Vaughan
Former England captain on BBC Test Match Special
Jack Leach is a spinner that is developing nicely. I would have gone with him. In seaming conditions you might need four seamers. In conditions like this you need a varied attack.
Has it cost them?
I don't think Jack Leach would have ripped through New Zealand today.
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SMS Message: Can't help but feel England hugely disrespect Jack Leach. Averages under 30, the same as Swann. It seems any marginal decision sees him as the man dropped. Harsh. from Alex, London
Can't help but feel England hugely disrespect Jack Leach. Averages under 30, the same as Swann. It seems any marginal decision sees him as the man dropped. Harsh.
'NZ in it for the long game'
Michael Vaughan
Former England captain on BBC Test Match Special
New Zealand are a class team. You don't see this type of score very often in modern day Test cricket. When New Zealand beat England in New Zealand they just ground England down. That is what they will play this week.
They are in it for the long game. This looks like a pitch that is made to last five days.
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James Anderson continued his dominance over Kane Williamson too, as he dismissed the prolific New Zealand captain for the seventh time in Tests.
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Michael Vaughan
Former England captain on BBC Test Match Special
For the majority of the day England were good. It is a good pitch to bat on. I was surprised Jack Leach didn't play. I think you need a balanced attack with a frontline spinner.
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But really, the day has belonged to Devon Conway, making his Test debut. His unbeaten 136 is the highest score by a Test debutant at Lord's and it has been, if we're honest, pretty chanceless.
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Jeremy Coney
Former New Zealand captain on BBC Test Match Special
Because New Zealand haven't scored a lot of runs if England get two or three wickets in the morning the game is open again.
Post update
For fans of over rates, England got through 86 of them today. The perils of not having a frontline spinner in the line-up, I guess.
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It's been a day for the debutants, as England's new boy Ollie Robinson dismissed Tom Latham and Ross Taylor as England worked hard in the heat.
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#bbccricket
John Traynor: This has been a bad day for the England captain.
He has over-bowled all his seamers, especially Anderson, and under-bowled the spinner(s) (himself).
New Zealand likely to get 500+ tomorrow against tired attack.
Post update
Jeremy Coney
Former New Zealand captain on BBC Test Match Special
It is New Zealand's day because they have only lost three wickets obviously. They could have the opportunity to build a big total. It took Conway 15 minutes before he faced his first ball. He has been controlled. It is not as if he dominated.
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A standing ovation for Devon Conway as he leaves the field, applauded by both the fans and the England team.
A century on your Test debut at Lord's. Not a bad day's work.
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Simon Mann
BBC Test Match Special
The ball hasn't beaten the bat very much. There haven't been any dropped catches. It has been a day of very few chances.
The day has belonged to Devon Conway.
Close of play - NZ 246-3
Nicholls 46, Conway 136
And that, folks, is your lot.
What a day for Devon Conway.
NZ 246-3
Henry Nicholls almost edges the penultimate ball of the day through to James Bracey...
There's a rueful grin on Joe Root's face.
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Stuart Broad will bowl the last over of what has been a very long day.
Post update
Simon Mann
BBC Test Match Special
It has not been a spectacular day but it is the sort of day on which Test victories are built.
Live Reporting
Amy Lofthouse and Matthew Henry
All times stated are UK
Latest PostGoodbye!
Right, that's us done for the day.
Highlights are just starting on BBC Two and you can catch them on iPlayer, too.
Stephan Shemilt's report of an absorbing opening day's play is here.
Join us again tomorrow, won't you?
Post update
New Zealand centurion Devon Conway, speaking to Sky Sports: "Very good feeling. I'll have some time to let that settle in but naturally as a player the job's not done. But I'm very happy.
"I had a conversation with Kane about what it's like to be on that honours board and the guys are all very happy for me."
'New Zealand still have work to do'
Jeremy Coney
Former New Zealand captain on BBC Test Match Special
Three wickets down on the first day of a Test match, even with the wicket set fair, when you haven't played for five months and are against two experienced opponents in Broad and Anderson in particular, you know it is going to be a battle.
Because New Zealand haven't scored quickly there is a chance England can come back tomorrow. New Zealand still have some work to do but which shed would you rather be in tonight? New Zealand's, I think.
Post update
Michael Vaughan
Former England captain on BBC Test Match Special
Jack Leach is a spinner that is developing nicely. I would have gone with him. In seaming conditions you might need four seamers. In conditions like this you need a varied attack.
Has it cost them?
I don't think Jack Leach would have ripped through New Zealand today.
Get Involved
Text 81111
'NZ in it for the long game'
Michael Vaughan
Former England captain on BBC Test Match Special
New Zealand are a class team. You don't see this type of score very often in modern day Test cricket. When New Zealand beat England in New Zealand they just ground England down. That is what they will play this week.
They are in it for the long game. This looks like a pitch that is made to last five days.
Post update
James Anderson continued his dominance over Kane Williamson too, as he dismissed the prolific New Zealand captain for the seventh time in Tests.
Post update
Michael Vaughan
Former England captain on BBC Test Match Special
For the majority of the day England were good. It is a good pitch to bat on. I was surprised Jack Leach didn't play. I think you need a balanced attack with a frontline spinner.
Post update
But really, the day has belonged to Devon Conway, making his Test debut. His unbeaten 136 is the highest score by a Test debutant at Lord's and it has been, if we're honest, pretty chanceless.
Post update
Jeremy Coney
Former New Zealand captain on BBC Test Match Special
Because New Zealand haven't scored a lot of runs if England get two or three wickets in the morning the game is open again.
Post update
For fans of over rates, England got through 86 of them today. The perils of not having a frontline spinner in the line-up, I guess.
Post update
It's been a day for the debutants, as England's new boy Ollie Robinson dismissed Tom Latham and Ross Taylor as England worked hard in the heat.
Get Involved
#bbccricket
John Traynor: This has been a bad day for the England captain. He has over-bowled all his seamers, especially Anderson, and under-bowled the spinner(s) (himself). New Zealand likely to get 500+ tomorrow against tired attack.
Post update
Jeremy Coney
Former New Zealand captain on BBC Test Match Special
It is New Zealand's day because they have only lost three wickets obviously. They could have the opportunity to build a big total. It took Conway 15 minutes before he faced his first ball. He has been controlled. It is not as if he dominated.
Post update
A standing ovation for Devon Conway as he leaves the field, applauded by both the fans and the England team.
A century on your Test debut at Lord's. Not a bad day's work.
Post update
Simon Mann
BBC Test Match Special
The ball hasn't beaten the bat very much. There haven't been any dropped catches. It has been a day of very few chances.
The day has belonged to Devon Conway.
Close of play - NZ 246-3
Nicholls 46, Conway 136
And that, folks, is your lot.
What a day for Devon Conway.
NZ 246-3
Henry Nicholls almost edges the penultimate ball of the day through to James Bracey...
There's a rueful grin on Joe Root's face.
Post update
Stuart Broad will bowl the last over of what has been a very long day.
Post update
Simon Mann
BBC Test Match Special
It has not been a spectacular day but it is the sort of day on which Test victories are built.