If you're lucky and grow up in Victoria, there's a good chance you'll fall in love with sport.

From then on, you start going to the Melbourne Cricket Ground to witness moments that become your most cherished memories.

Anzac Day football games. Grand finals. Boxing Day test matches. Shane Warne's hat trick. The day Warnie bowled Richie Richardson with a flipper. His 700th wicket.

This occasion was different, yet it was still about Warne.

By comparison, the state memorial service was less like a sporting event than the Sound Relief concert held in 2009 to raise money for people devastated by the Black Saturday bushfires.

That was the day Kings of Leon sang Revelry and a grieving city danced in rain so heavy and lovely as to feel like a mistake.

It felt like we should be together for the sadness, disbelief, and music.

Like last night.

During the aftermath of the bushfires, Shane Warne donated his baggy green cap for auction. It raised a million bucks.

The cricketer also visited the blackened town of Kinglake.

"[He was] brightening up their lives just a little bit in those dark days," Warne's father Keith told the public service.

Mr Warne was reading his speech.

"Looking forward to a future without Shane is inconceivable," he said.

"Shane loved life and lived for sport. He was a person who could make everybody feel very special.

"You were taken too soon, and our hearts are broken. Rest in peace, mate. Love ya. Mum and Dad."

Famous musicians sent videos to be played on the large screens.

"He loved to play cricket and he loved life," Elton John said.

The pop star dedicated a song, Don't Let the Sun Go Down on Me, to Warne's children Brooke, Jackson and Summer.

Good friend Chris Martin, of Coldplay, appeared from a tropical forest singing Yellow. Robbie Williams sat in a room of large, glowing candles and performed Angels. Ed Sheeran strummed Thinking Out Loud.

Almost every sporting hero and Hall of Fame entertainer featured in the ceremony. There were recorded messages from Kelly Slater, Sachin Tendulkar, Kylie and Dannii Minogue, and Greg Norman.

"He's the best thing that's happened to cricket in many, many years," Don Bradman said in a snippet filmed in the 1990s.

Panel discussions were held on stage, hosted by Mark Howard and Andy Lee.

Laughter came in welcome rushes when friends Dimitri Mascarenhas, Aaron Hamill, Glenn Robbins and Sam Newman told stories in the best tradition of sportsman nights.

Cricketers were invited to say something to Warne, as if he were here.

Allan Border held back tears and gave thanks to his old teammate.

"I feel sorry for the people around Australia who never met him," Merv Hughes said.

"You're the greatest Australian that I know," Brian Lara said.

"I always felt honoured to be in your presence."

Occasionally someone in the crowd shouted out: "Love ya Warnie."

Warne's brother Jason gave his second eulogy in 10 days. The first was when close family and friends held a private service at St Kilda Football Club's home ground in Moorabbin.

"For Shane and I, everything was a competition," Jason said.

"But we never got angry at each other for very long."

He steeled himself to recount coming to the MCG with his older brother for the Boxing Day Test in 1982.

Kids from the suburbs.

Jason said Shane's death would leave a hole in him that would never be filled.

"I was always so proud of him."

It is the changing of seasons in Melbourne. The long twilights are long gone.

It was cold when Shane Warne's children walked to the stage to pour out their hearts.

"There is comfort in knowing how loved around the world he was and still is," youngest daughter Summer said.

"He was an inspiration."

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She took deep breaths of grief between sentences.

"You saved me Dad, you truly did. Your endless advice is something I will forever miss. I miss you more than anything in the world."

Her mother Simone Callahan nodded at her from the crowd.

Jackson Warne, wearing a St Kilda scarf and looking the spitting image of his old man, thanked everyone for coming.

"I'm so happy that I got to spend 22 years with you as my father. I wish it could be more. I miss you so much, Dad."

By the time Warne's eldest daughter Brooke addressed tens of thousands of people, the stadium felt as small as a chapel.

She talked about her late father never coming home to her.

"I have to come to the fact that my dad will never see me grow up," she said.

"I feel like you're on holiday … but I know that's not the case.

"Dad was our shining star in life. We will do you so proud, Dad. We will try our best to life in a world without you."

Anthony Callea gave the penultimate performance.

He sang The Prayer while people shone their phone torches and The G looked like its own galaxy.

Then a trumpeter played The Saints Go Marching In, before the Great Southern Stand was renamed "Shane Warne". A spotlight shone on the unveiling. Warne's children were up there to do the honours. Applause followed and then a slow chant.

Sometimes sporting people are talked about as "immortals" and sometimes it makes sense.

You can imagine a sporting child being drawn to the MCG one day in another 40 or 50 years by curiosity and excitement.

They'll sit there and look up at the name — Shane Warne – and ask a simple question.

"Who's that?"

"Oh, he was a great cricketer," an old person will say.

"Oh, right? Was he good?"

"Actually, he was the greatest spinner ever. He died young. You should look him up."

"I will."

"They called him Warnie. And everyone loved him."

I was there the night …