Marchers chanted "we're marching for our freedom" and some described Farage as a great statesman and a fantastic leader.
It will then stop off in towns including Pontefract, Doncaster and Wellingborough before arriving in London on March 29 - the intended date of Brexit - when a mass rally will take place in Parliament Square.
And they have continued with their mission of trolling Brexiteer MPs and also those who failed seven times to be elected into parliament this weekend by sending an ad van to the 'March to Leave' protest, to which only 350 people turned up.
On Saturday, the march is expected to proceed from Sunderland to Hartlepool, a distance of more than 20 miles, before heading to Middlesbrough on Sunday.
Angry rows broke out as the march started, with several counter-protesters assembling in order to get their views across.
As Mr Farage arrived, a flare was set off with the European Union colours, with shouts of "exit Brexit" emanating form the counter-protesters.
Some supporters were carrying flags bearing messages including "leave means leave" and "storm Brexit".
But the pro-Brexit campaigners aren't their only ones to lace up their boots to march.
Some counter protesters carried love hearts saying "we love workers' rights" and "we love to have a say", but were branded "EU money grabbers" by marchers.
He said: "The democracy in the Parliament building has been spot on".
"They think they can walk all over us, well we are going to march back to them and tell them whatever tricks they play, if they extend it, if they don't deliver it, if we even have to fight this again, we will beat them again".
One counter-protester, Frank Hindle, said he was there "to point out that not everybody agrees with this crowd". The campaign's website says tickets to be "core marchers", who paid £50 for overnight accommodation, breakfast and dinner for the duration of the 14-day event, have sold out.