The world's sorrow at the death of legendary comedian Groucho Marx has been tempered with humor - his own.

Dick Cavett, television performer and humorist, recalled a birthday note he received from Marx: "Happy birthday. PS - If you keep having birthdays, you'll eventually die. Love, Groucho."

Groucho, who died Friday night at the age of 86 after a long bout with pneumonia, was eulogized by fellow entertainers as one of the all-time greats in stage and film comedy.

"He was one of the greatest of all the clowns," said comedian Red Skelton. "He'll go on forever as a great legend."

The superlatives flowed yesterday, as performers, across the nation remembered Groucho, whose 65-year career in comedy spanned vaudeville, radio, film and television.

"One of the great original funny men," is the way George Burns, the diminutive 81-year old comedian, described Marx.

"We're going to miss him a lot, but the things Groucho said will always be around," Burns said.

Some of the more famous things Groucho said were remembered yesterday, including the one that went, "One day I shot an elephant in my pajamas. How he got there I'll never know."

The famous line is from the 1940 Marx Brothers film, "Animal Crackers," an adaptation of an earlier Broadway hit.

Marx and his brothers, Zeppo, Chico, and Harpo, turned "The Coconuts," another of their three Broadway successes, into a film.

In addition to "Animal Crackers" and "The Coconuts," Groucho made an impact on the movies with 12 other films, ending with "Love Happy" in 1949.

Marx Brothers movie still enjoyed for their snappish, iconoclastic style, helped Hollywood make the transition from silent film earlier in the century to "talkies."

The Marx Brothers films were considered abrasive when they first appeared. During the '60s, however, they achieved a cult following.

"When we made those movies, we'd get no more than 10 or 12 letters a month, and most of those were threatening," Goucho said in an interview a few years ago. "Now," he added, "I get 100 letters a week."

In 1969, college freshmen questioned in a New York Times poll said they most admired Jesus Christ, Albert Scweitzer, and Grocho Marx, in that order.

"I'm sorry Jesus Christ couldn't be here," said Marx at award ceremonies. "He had to be in Philadelphia."

Groucho was considered the creative artist he made of the Marx clan. But later movies he made without his brothers - one as recently as 1968 - were undistinguished.

Marx's trademark was his moustache, which rested above a cigar, usually unlighted. The visage lives on in the form of thousands of mass-marketed plastic bushy eyebrowed nose-and-moustache masks.

He was a master of the one-liner, usually delivered in staccato voice, usually insulting. In 1947 he began hosting "You Bet Your Life," a radio comedy that became a television show in 1951, and ran for 11 years thereafter.

The award-winning program had at its heart a series of interviews with "contestants" who served as straight men for the characteristic insults. Once the contestants had ventured on-stage, they were fair game for Groucho. A few of the one-liners from those days:

To an Egyptian contestant: "I used to know a redhot mummy from Egypt. We were terribly wrapped up in each other."

To a contestant who said he designed everything from locomotive engines to safety pins: "Wait a minute - why would a locomotive need safety pins? Oh, I guess when they change engines."

With female contestants, or with females in most intances, Marx was at his eyebrow-wiggling best. The 1949 film "Love Happy" introduced Marilyn Monroe. She walked into Groucho's office and complained about the "terrible men" following her around.

"What do you expect them to do?" Groucho replied, eyebrows jumping the famous leer in evidence. He followed Monroe from the room.

Although Marx the performer was a self-styled and rather absurd ladies' man, Marx the man was married for most of his adult life.

He married three times, the first to dancer Ruth Johnson lasting 22 years. His second wife was Catherine Gorcey, ex-wife of comedian Leo Gorcey, and his third wife was Enda Eden Hartford, a former fashion model.

All three ended in divorce, with Hartford receiving a $1 million property settlement.

At Marx's death, his estate was valued at $2.8 million. Marx's finances made headlines in recent months because of a court battle for the executorship of his estate.

The battle was between Erin Fleming, 37, a former actress and New York City employee who had been the comedian's constant companion since becoming a secretary in 1970, and his only son, Arthur Marx, 56.

Fleming, who had been appointed temporary co-conservator with the Bank of America of the Marx estate, asked this year to be named permanent executor.

Arthur Marx challenged the request, accusing Fleming of taking "hundreds of thousands of dollars" from the elderly, often senile, Groucho.

At an emotional court hearing, the youngerMarx produced witnesses who told about Fleming's mistreatment of Marx.

While some alleged that Fleming made Marx suffer with taunts and obscenities, others familiar with the household said she kept him from "withering on the vine."