It wasn't supposed to have been this way. The Toronto papers were supposed to have bannered a World Series opening game Saturday with their beloved Blue Jays right in the thick of it. The only problem is that somebody forgot to tell Kansas City.

Instead, the dejected headlines in Toronto's newspapers yesterday morning were in the big bold print customarily reserved for announcement of the outbreak of war or other comparable disaster.

"BLUE DAYS," the popular Toronto Star whimpered in fat blue-colored type across six columns at the top of the front page.

"END OF THE DREAM," the tabloid Sun softly screamed in large blood-red lettering.

"THEY BLEW IT," the establishment Globe and Mail, in a rare burst of emotion, accused.

A pall was cast over this city as Toronto woke up to a throbbing hangover and the stunned recognition that their Blue Jays, defeated 6-2 Wednesday night in the final game of the American League playoffs, would not carry them to their great dream of hosting what they had come to refer to as a "Canadian World Series."

For a country always chafing at being in the shadows of its giant neighbor to the south and at its status as branch plant and farm club, the devout wish to be in the big time had been swiftly and stunningly dashed.

"Look, it was a great idea, whose time simply hadn't come YET," Sun sports columnist John Robertson wrote soothingly.

Torontonians had paid scant attention to world events or even their own ongoing mayoral election campaign (the top contenders arranged a tennis match between themselves in a desperate effort to drum up interest in that race) as they concentrated anxiously on hopes that their Blue Jays would propel Canada into the spotlight.

Canadians complain endlessly about being ignored, misunderstood and unappreciated.

"It's true that Dan Rather has difficulty putting us on the news," normally unprotesting Prime Minister Brian Mulroney said in an interview recently.

"I suppose if I walked down the streets of Salt Lake City not too many people would know me, whereas they'd all know Fidel," he added. "So what else is new, eh? There's a small market in the United States, there's just a small market for friendship, you know."

Last weekend, in bars and restaurants and on street corners, the citizenry of this shiny and clean metropolis talked feverishly about how a World Series here might bring their city to American recognition -- "put us on the map," as they expressed the desire -- and puncture perceived myths that it was a city of ice and polar bears.

Morris Williams, the operations manager at Exhibition Stadium, chuckled Wednesday afternoon about the spoofing television commercial his organization had made that painted Toronto as a place where the popular fast-food sandwich was a mooseburger. Then he worried aloud that the folks in Kansas City might miss the satire.

Tuesday night, when spirits were still high, Ken Cree, 21, an aircraft mechanic, and his friends tanked up on 3.2 beer and waved two big Canadian flags from their bleacher seats.

"I'm here because I'm a proud Canuck, and I want to see the Jays win," Cree shouted.

"The Great Canadian Pastime," his friend Mike Wally, 21, whooped.

That the object of their hopes and affection included 21 Americans and 4 Dominicans, all of whom who flee Canadian taxes and winters each year as soon as the season is over, was a fact blissfully ignored here.

"Who cares" that there were no Canadians on the roster? Wally retorted. "They're our team."

Toronto has adopted the Blue Jays.

When pitchers Dennis Lamp and Tom Henke attended mass at the big downtown St. Michael's Cathedral the Sunday before the championship playoffs commenced, the priest told them, "God bless you and the Blue Jays."

The tempestuous left fielder and power hitter George Bell was another special favorite, especially after he gave voice to the unspoken suspicion that the American umpires were robbing Canada of victory.

Throughout the weekend and during the games this week, mothers and teen-age boys argued over whether it was proper for Bell to have made the charge, regardless of how he and they may have felt.

They were plenty touchy about the Blue Jays and their treatment at the hands of the Americans. Newspapers ran frequent stories on the play being given to the team in U.S. newspapers, most often concluding that they were not getting the attention they deserved.

But now the dream is over, their worst fears realized that they, as the Montreal Expos had done in the National League pennant race in 1981, would see the prize slip away from them in the final innings of the last game.

"Maybe they'll do it next year," said a teen-age girl. "They went so far. They played so well. Why do we always lose when it counts?"

One newspaper quoted the words of Yale President A. Bartlett Giamatti to salve choked emotions:

"It is designed to break your heart. The game begins in the spring, when everything else begins again, and it blossoms in the summer, filling the afternoons and evenings, and then as the chill rains come, it stops and leaves you to face the fall alone."