We report the design, construction, and initial commissioning results of a large high pressure gaseous Time Projection Chamber (TPC) with Micromegas modules for charge readout. The detector vessel has an inner volume of about 600 L and an active volume of 270 L. At 10 bar operating pressure, the active volume contains about 20 kg of xenon gas and can image charged particle tracks. Drift electrons are collected by the charge readout plane, which accommodates a tessellation of seven Micromegas modules. Each of the Micromegas covers a square of 20 cm by 20 cm. A new type of Microbulk Micromegas is chosen for this application due to its good gain uniformity and low radioactive contamination. Initial commissioning results with 1 Micromegas module running with 1 bar argon and isobutane gas mixture and 5 bar xenon and trimethylamine (TMA) gas mixture are reported. We also recorded extended background tracks from cosmic ray events and highlighted the unique tracking feature of this gaseous TPC.