After arriving by helicopter, Pope Francis drove along the 2.5 miles of the beach, stopping many times to greet the crowd.
An estimated 1 million pilgrims attended the event, following a papal visit to a shanty town, or favela.
Meanwhile, bad weather has forced this weekend’s events to be moved from a drenched farm on the outskirts of Rio.
A site set up at a farm on the western outskirts of the city for Saturday’s vigil and Sunday’s service, where up to 2 million people are expected, was covered with mud and puddles after two days of relentless rain.
The authorities have announced that these events will now also take place at Copacabana beach.
Hours before Pope Francis arrived at Copacabana on Thursday, young pilgrims started gathering along the beach.
“I’ve always heard that Cariocas [Rio-born people] did not like the cold or the rain. But you are showing your faith is stronger. Well done!” Pope Francis joked with the crowd at the start of his address.
Groups resembling Olympic delegation were holding up the flags of their countries and many were carrying the distinct World Youth Day backpacks in yellow, green or blue, the colors of the host-country’s flag.
Big screens were set up on the sand and the rain stopped before the event.
On the fourth day of his visit to Brazil, the first international trip of his papacy, Pope Francis also addressed Argentine faithful in Rio’s cathedral.
During the event, the pontiff told pilgrims to take to the streets and “stir things up”.
“I expect a messy World Youth Day. But I want things messy and stirred up in the congregations, I want you to take to the streets. I want the Church to take to the streets,” the Argentine-born pope told the crowd.
Before the meeting with his fellow countrymen, Pope Francis blessed the new altar at a tiny church and hugged and kissed locals who crowded the Varginha community streets.
Security was tight in the shanty town, which is part of the larger Manguinhos favela, one of the many hillside shanty towns which surround Rio.
Helicopters and sharpshooters were on patrol as Pope Francis visited the area while school children waved flags and held up balloons.
The Brazilian government has made the “pacification” of these communities, once a byword for poverty, crime and drugs, one of its priorities.
Heavily-armed police have moved into some of the more lawless favelas, including Varginha, to “flush out” the criminals and drug dealers who controlled large swathes of these communities.
According to official estimates, more than 20% of the population of the city live in favelas.
Pope Francis, who has called for a “Church of the poor” and who during his time as Archbishop of Buenos Aires regularly visited some of the poorest areas of that city, specifically asked for a favela to be included in his schedule.
Locals say the government’s policy of sending large numbers of police to the area has gone some way towards calming the area, but not enough.
The visit comes just a day after Pope Francis said it was key to tackle the roots of drug abuse rather than consider legalizing them.
At a Mass at the shrine of Aparecida, the Pope also warned tens of thousands of faithful against the “passing idols” of money, power and pleasure.
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