Nigel Farage, wearing a purple tie and light coloured suit, made a triumphant arrival as leader of the Brexit Party, which won more votes than any other national party in the European elections in May.

"Brexit MEPs have arrived in Strasbourg to be cheerfully defiant. They'll know we're here!," the brash Farage tweeted for parliament's inaugural session.

And the 29 MEPs were quick to show their defiance, standing up and turning away from a performance of Beethoven's "Ode to Joy", the European anthem, by several musicians in the 751-seat chamber.

The MEPs have castigated Britain's Conservative government for failing to take Britain out of the bloc by the original March 29 deadline and insist their election results show the wind is behind their sails.

Farage, a veteran of the EU chamber since 1999 who campaigned for Britain to leave the bloc in a 2016 referendum, warned of a "turquoise takeover" in the UK if the Conservatives failed to deliver a divorce.

His Brexit Party — whose official colour is turquoise — is the national party with the largest delegation, just ahead of the Northern League of Italian Interior Minister Matteo Salvini with 28 seats.

Opposite Farage were Britain's anti-Brexit Liberal Democrats, who also performed well in the EU elections and arrived in Strasbourg with bright yellow t-shirts emblazoned with "Bollocks to Brexit" and "Stop Brexit".

All in all 73 British MEPs took their seats in the assembly of the eastern French city of Strasbourg.

When Brexit happens, 27 of the British seats are to be redistributed to other countries and another 46 set aside for future EU enlargements.

Farage, who told MEPs here a few months ago he was hoping to be speaking to them for the last time, said he now expected to leave the assembly October 31.