The games are being held about 80 kilometers (50 miles) from the border between North and South Korea, countries that technically have been at war since an armistice in 1953.
The prospect of two-way talks between the Koreas, however, may not be welcomed by the United States.
Believed to be in her late 20s, Kim Yo Jong shares the same mother as the North Korean leader and is seen as controlling access to him.
Kim Yong Nam and Kim Yo Jong were the first individuals mentioned in its report on the opening ceremony, saying that they took their places on the platform at the event.
"We hope that these Olympic Games will open a window of opportunity to allow for a strong diplomatic engagement aiming at the peaceful denuclearization of the Korean peninsula", said Guterres.
Speculation was high that Kim Jong-un would propose an inter-Korean summit when he sent his sister to join the North's Olympic delegation.
At a glittering but sub-zero ceremony, South and North Korea brought the crowd to its feet as they entered behind the blue-and-white Korean unification flag.
Victoria Beckham Has Commented On Those Spice Girls Tour Rumours
Beckham wants you to know though that it's definitely not a tour and sparking a rumour every year is not going to change that. However, in a recent Vogue interview, singer-turned-designer Victoria Beckham poured cold water on tour plans.
Team Switzerland and Team Korea after their Women's Ice Hockey preliminary round - game at the PyeongChang 2018 Winter Olympic Games at Kwandong Hockey Centre on Saturday.
The athletes elicited a standing ovation by most leaders in the VIP box, including Moon and Kim's sister.
Nothing has been settled on any trip north by South Korean President Moon Jae-in. "North Korea bombing, please".
Kim Yo Jong is probably Kim's closest confidant and is a senior cadre in North Korea's ruling party.
At the opening ceremonies on Friday, Pence sat stone-faced in his seat as Moon and North Korean officials stood together with much of the stadium to applaud their joint team of athletes.
Kim Dae-jung won the Nobel Peace Prize for his "Sunshine Policy" toward Pyongyang later in the year. There's a chance they'll also watch a performance by a visiting North Korean art troupe in Seoul on Sunday before flying back to Pyongyang.
The Samjiyon art troupe traveled to the South by ferry Tuesday to perform in celebration of the Winter Games on a rare trip that involved Seoul's temporary exemption of a North Korean ship's sea travel from its sanctions.