Seven-goal Stuttgart off the mark
Mainz 05 won 2-0 at Werder Bremen and are the only team with maximum points from four games after Hoffenheim, who won their opening three matches, drew 2-2 at promoted Kaiserslautern.
It is the first time Mainz have ever topped the Bundesliga.
Champions Bayern Munich were held to a goalless draw at home for the second league match running, this time by Cologne who were rescued by an outstanding display from 39-year-old Colombian goalkeeper Farid Mondragon.
Stuttgart, who finally appear to have adapted to life without midfielder Sami Khedira following his close season departure to Real Madrid, were off the mark after only two minutes with Russia forward Pogrebnyak snapping up a rebound after Logan Bailly parried Cacau's chested effort.
Moenchengladbach, who won 6-3 at Bayer Leverkusen and lost 4-0 at home to Eintracht Frankfurt in their previous two outings, fell further behind in the 21st minute when Georg Niedermeier headed in from a corner.
Moenchengladbach coach Michael Frontzeck made his first substitution after 36 minutes, replacing Juan Arango, but things got worse in the second half.
Pogrebnyak made it 3-0 10 minutes after the break and completed his hat-trick from close range on the hour.
Zdravko Kuzmanovic, Matthieu Delpierre and Ciprian Marica shared the final three goals as Christian Gross's team ran riot.
Second-half goals from Wolfsburg's Brazilian midfielder Diego and Bosnia forward Edin Dzeko - last season's Bundesliga top scorer - gave former England manager McClaren his first league points with his new team.
Surprise package Mainz had little trouble overcoming an injury-plagued Bremen, who were without defenders Naldo and Per Mertesacker plus striker Claudio Pizarro.
After dominating the first half, the visitors went ahead when Marcel Risse rifled home a right-foot shot in the 53rd minute and substitute Andre Schuerrle scored with a clinical finish eight minutes later.
Hoffenheim took a first-half lead over Kaiserslautern against the run of play when Luiz Gustavo turned in Demba Ba's cross from close range but two goals from Erwin Hoffer after the break put the home side ahead.
Iceland's Gylfi Thor Sigurdsson salvaged a point for Hoffenheim with a 77th minute free-kick.
Bayern, who have just five points from their first four games, dominated their match against Cologne from start to finish but failed to take their chances.
A dramatic finale saw a Toni Kroos header bounce off the crossbar before Mondragon produced a brilliant double save, turning away Franck Ribery's free-kick and stopping Thomas Mueller's point-blank effort from the rebound.