Protesters walked from Garema Place in the city to the Aboriginal Tent Embassy opposite Old Parliament House on Saturday morning as official Australia Day celebrations to mark the landing of the First Fleet in 1788 took place at Commonwealth Park.

The marchers carried banners emblazoned with slogans including "Always was, always will be Aboriginal land", "No pride in genocide" and "Lest we forget the frontier wars".

As they arrived at the Tent Embassy, many in the crowd were chanting "No more genocide. End the war."

Invasion Day march organiser Chris Tomlins said all Australians should learn about the country's tens of thousands of years of Indigenous occupation, so they could acknowledge the poor treatment Aboriginal people faced.

This included the frontier wars, in which he said millions of Aboriginal people were killed defending Australia during settlement by Europeans, and the Stolen Generations, when Indigenous children were removed from their families across several decades during the 20th century.

"Without knowing [Aboriginal history], it makes the journey [to reconciliation] harder," Mr Tomlins said.

"We’d like to see a lot more of our history [taught] in schools, so that all Australians can share it.

"We’re hoping that education will open those doors all around Australia, to [show] the history of Australia.

"Our stories, our Dreamtime; it’s creative, it’s beautiful and it’s for everybody to share."

Then-prime minister Kevin Rudd apologised to the Stolen Generations in 2008, but the frontier wars are not widely acknowledged in official records and the conflicts are not recognised by the Australian War Memorial.

While many Invasion Day protesters around the country called for Australia Day to be moved to a different date or be abolished entirely, Mr Tomlins said it was more important to change people's mindsets.

He said if all Australians accepted the country's past, they could heal and celebrate together.

"I don’t think changing the date is going to help with anything," he said.

"I think changing the people is what we have to do.

"What we ask of all mainstream Australia, in a nutshell, is to reach out, shake hands with an Aboriginal person and say, ‘Enough’s enough, the war is over. Let’s call a truce’."

Another Invasion Day marcher, Robert Corowa, said the way forward was through education.

He said Indigenous people needed to have a voice in Parliament and a greater platform from which to put forward solutions to issues like climate change, based on tens of thousands of years of land management.

Invasion Day rallies were held across Australia on Saturday, with thousands converging on Hyde Park in Sydney and moving through the streets of central Melbourne in two of the bigger events.

While much of the focus was on the date on which Australia Day is marked, the marches also sought to draw attention to the deaths of Aboriginal people in custody and gaps in life expectancy between Indigenous and non-Indigenous Australians.

Prime Minister Scott Morrison remains opposed to the idea of changing the date, and said earlier this month that he supported creating a separate day to acknowledge Indigenous history.

He said that day could "coexist" with Australia Day.