Shane Warne considered a shock move to NSW early in his legendary career in search of more opportunities, influential Cricket Victoria figure Shaun Graf says.

Shane Warne will forever remain a part of the MCG but the legspinner could easily have been lost to Victoria if he had followed through on a temptation to play for NSW.

The famous Melbourne ground remains the most likely location for a state memorial service in coming weeks, with the cricket legend's family to hold a private funeral first.

Members of Warne's family spoke of their heartache for the first time on Monday following the 52-year-old's death, as an autopsy confirmed he had died of natural causes after a heart attack.

Together, they spoke of the ongoing pain and impossible void left to fill, with his daughter Summer telling of her wish for a tighter final hug and the hurt of their time together being robbed.

Warne's brother Jason also recalled days of travelling to the MCG together to watch Test matches, amid a childhood of wrestling and a lifetime of golf and poker battles.

"I remember catching the train into the MCG in 1982, sitting in the front row of the Great Southern Stand with our fingers crossed the great Allan Border and Jeff Thomson would get the runs needed to beat England," he said in a statement.

"Who would have thought he would have such a huge impact at the ground in the years to come and that very stand being renamed in his honour?

"Amazing life. Amazing guy."

Warne also has a statue outside the MCG to go with the newly named SK Warne Stand, with flowers, beers, cigarettes and even cans of baked beans placed at his feet this week.

But in another world Warne could easily have just been another interstate star playing on Boxing Day according to influential Cricket Victoria figure Shaun Graf.

Universally adored in the city of Melbourne, Warne considered a move north to Sydney in search of greater opportunities early in his legendary career.

Graf recalled the ambitious legspinner was growing tired of being left out of Victoria's Sheffield Shield team.

"We nearly lost him to the NSW, we had to do a lot of quick talking to keep him," Cricket Victoria's outgoing performance manager told RSN on Monday.

"He was struggling to get a game for Victoria, he hadn't done a lot, but in those days we tended to play a lot of quicks.

"Because we had Merv (Hughes), (Paul) Reiffel, (Damien) Fleming and those guys, we didn't really have spots for a couple of spinners.

"He was considering going to NSW because he had done well in an Australia A tour and the Waughs knew him and he obviously ended up being great mates with Mark Waugh.

"They were very keen to get him to NSW, they could see the potential in him.

"I had to talk to him to stay on, he'll get a game on, keep his powder dry, you'll get a chance.

"Fortunately he did get that chance and the rest is history."