A new generation of defence personnel is honouring those who served before them as one widow urges families to use Anzac Day to remember all fallen soldiers - including those who made it home.

Hundreds attended a pre-dawn service at The Cenotaph at Sydney's Martin Place before thousands lined the city centre streets for the annual march of ADF members and veterans.

The quiet, solemn atmosphere of the morning's service was replaced with a more buoyant ambience for the march.

Lieutenant Commander Katie Mitchell, 33, who marched with the navy health services, said Anzac Day was about remembering the legacy of Australia's defence force.

"My grandfather was an engineer in the navy, I'm really proud to uphold his memory on a day like today," she said.

One spectator, Kim, stood by herself, clapped and repeatedly yelled "thank you" as those in the march moved past.

"All these men and women have given so much for us, so we owe them a thank you," she said.

Among the crowd at the dawn service was Gwen Cherne and her children Emily and Lachlan, who know first-hand what those who have fought for the nation have sacrificed.

Ms Cherne lost her husband Peter to suicide in 2017 after a distinguished, near-20-year stint in the military.

Now serving as Veteran Family Advocate Commissioner, she focuses on supporting the loved ones of those who have served.

"I have three surviving children, and that was what started me on this journey to support veterans and families," she said.

"I know the sacrifice and how much (Anzac Day) means, not only to the serving men and women, but also to the families who pick up pieces, who bear the burdens, who hold the home front and make sure our society doesn't crack."

Former Air Force warrant officer and Aboriginal elder Harry Allie welcomed attendees to Gadigal country and touched on Indigenous Australians' history within the defence force.

Despite being exempt from service at World War I around 1000 Indigenous Australians are estimated to have enlisted.

"My uncle on my father's side, served in World War I and II … we have a strong connection to the military, as well as to Country," he said.

"The mateship has always been a great thing and an equality thing for me, particularly from an Aboriginal perspective ... I'm proud to have served for over 23 years."

Major General Matt Burr encouraged new Australians and first-time dawn service attendees to seek out veterans and share in their stories.

"All Australians own and are part of the same legacy ... the legacy of the first Anzacs who answered that call of duty, leaving behind the comforts of home and the warmth of loved ones to serve Australia," he said.

More than 8000 serving Australian Defence Force members and veterans marched from Martin Place to the Anzac Memorial in Hyde Park.