What was going on when I was born?

Shortly after the state's new Budget Director wrangled with commissioners over their spending proposals, a three-foot metal bar crashed through the ceiling of his office in the Capitol. Immediately - according to a story making the rounds here - the Director, R. Wayne Diesel, got on the phone to Commissioner John C. Egan, whose Office of General Services was overseeing construction on the floor above. ''John,'' Mr. Diesel said, ''are you trying to send me a message?'' Whether the story is apocryphal or not - aides in every agency tell a variation tailored to their own departments - there is no denying that plenty of people would like to say a thing or two to Mr. Diesel, a man putting the finishing touches on a budget of more than $35 billion that is the lifeblood of state government.

The San Francisco 49ers' near perfect season ended today with a near perfect performance in Super Bowl XIX. The 49ers, who lost only once all season, routed the Miami Dolphins, 38-16, to win their second National Football League championship in four seasons before a sellout crowd of 84,059 at Stanford Stadium. In so doing, the 49ers became the first team in N.F.L. history to win 18 games in one season, and they tied the record for most points scored in a Super Bowl. Joe Montana set a Super Bowl record with 331 passing yards and was voted the game's most valuable player, as he was in the previous 49er championship appearance, a 26-21 victory over the Cincinnati Bengals in Super Bowl XVI. Defense Minimized Marino But perhaps more importantly, the 49ers' defense, using an alignment that the Dolphins had seldom seen this season, held them to their fewest points of the season and minimized the impact of Dan Marino, their sensational quarterback.

Toward the end of a wearisome afternoon, Jeannine Michael toured the crowded corridors, counseling rooms and recovery area of the Eastern Women's Center, a Manhattan clinic that performed nearly 100 abortions that day. There Mrs. Michael, the clinic's director of counseling, studied the faces and listened to the voices of women who had just returned from a frightening half-hour Saturday in bitter cold on East 60th Street, where they had fled because of a telephoned bomb threat. ''They're all O.K.,'' Mrs. Michael said in the quiet of her office after no bomb had been found and people had returned to the clinic. ''By that I mean they're all coping. When you're in this field long enough, you get such great respect for women's strength.

Reagan Administration officials said today that, as part of the President's effort to reduce the deficit, they had decided to reduce Federal support for biomedical research this year below the levels intended by Congress. They said they had found a legal way to limit research spending to the amount proposed by Mr. Reagan last January, rather than the larger amount approved by Congress. The move, they said, apparently does not require approval by Congress, although legislators could write a new, more explicit law. The officials said the Administration would reduce the number of competitive grants awarded this year by the National Institutes of Health by 23 percent: to 5,000 from 6,500. The grants provide an average of $140,000 to $150,000 a year.

Five years ago, coffee drinkers who wanted to avoid caffeine had a very simple choice: Sanka or nothing. Today, happily for them, the decision is more complicated. With consumers increasingly health-conscious, decaffeinated coffee brands are proliferating, in instant form or as ground or unground beans. The product has established an identity and a market niche all its own. It is even earning manufacturers more per pound than standard coffee.

''I would like to cry.'' - Ron Walker, chairman of the inaugural committee, on the cancellation of the parade. (A1:6.)

William J. Stern, the chairman and chief executive officer of New York State's Urban Development Corporation for the last two years and one of the Cuomo administration's prominent figures, announced yesterday that he would resign March 15 to return to private business. Mr. Stern said that he had suggested a successor to Governor Cuomo and that the Governor ''has agreed with my choice.'' The name of the prospective nominee, who would require approval by the State Senate, was not disclosed by Mr. Stern, and Mr. Cuomo declined to discuss names. But other administration officials said Vincent Tese, the state's Superintendent of Banks and a member of the U.D.C. board, had been suggested, though he had not yet agreed to accept the nomination. The departure of Mr. Stern, a longtime friend and confidant of Governor Cuomo who has often engaged in public and behind-the-scenes disputes with other officials and with developers, comes when the top U.D.C. post is being subordinated to a new State Director of Economic Development.

Ronald Wilson Reagan quietly took the constitutional oath today to begin his second term as the 40th President of the United States, and then decided to cancel Monday's inaugural parade because of the bitter cold here. Mr. Reagan, beaming with the confidence born of four years' experience and a re-election landslide, took the oath at a simple one- minute ceremony in the White House at three minutes to noon on the Jan. 20 inauguration date specified by law. Later in the day, White House officials quickly revised plans for the public inauguration in the face of 9-degree weather. ''I would like to cry,'' said Ron Walker, chairman of the inaugural committee. Stepping Into the Cold The 73-year-old President repeated the oath recited by Chief Justice Warren E. Burger before a small gathering in the grand foyer of the White House.

MONDAY, JANUARY 21, 1985 International All refugees in the Sudan, including Ethiopian Jews, are free to leave the country provided they do not go directly to Israel, President Gaafar al- Nimeiry said. Acknowledging that he is an enemy of Israel, Mr. Nimeiry said, ''I won't help Israel by sending them more people.'' According to United Nations estimates, more than a million refugees, most of them from Ethiopia, are in the Sudan, and 300,000 to 400,000 are expected to arrive in the next few months. The refugees now in the country may go to Europe or the United States, Mr. Nimeiry said, but he said his Government would not be involved in their departure. (Page A1, Column 3.) France's South Pacific military base in New Caledonia is to be strengthened. President Francois Mitterrand ordered it to be bolstered to protect what he called France's strategic interests in the region, where he said foreign powers were trying to become involved. Mr. Mitterrand made the announcement on television in Paris after returning from a 12-hour visit to New Caledonia, where native Melanesians and French settlers are fighting for and against independence from France. (A3:4.)

In a record-breaking performance watched by 84,059 fans in Stanford Stadium and on television by 120 million in the United States and millions more in 30 other countries, the San Francisco 49ers won Super Bowl XIX yesterday when they stopped Dan Marino and overwhelmed the Miami Dolphins by 38-16. Marino, who had thrown 55 touchdown passes in 18 games, threw only one against the 49ers. He was far outplayed by Joe Montana, the San Francisco quarterback, who was voted the game's most valuable player. Montana threw three passes for touchdowns, ran for another score and set Super Bowl records by gaining 331 yards passing and 59 scrambling. Roger Craig, the running back, scored three times, a Super Bowl record, for the 49ers, twice on passes and once on a run.

This shivering city reacted with relief tonight to the announcement that the inaugural parade had been canceled. Although some were disappointed that they would be deprived of the chance to watch or participate in the event, most people seem relieved that they were excused from having to brave the gusting winds and single- digit temperatures. ''That's the best news I've heard,'' said Mickey Bartos of Dallas, Pa. ''We are going to the swearing-in ceremony and I couldn't see standing out in the cold.''

The winds of change are whipping the flags of the venerable New York Stock Exchange faster and faster these days. The Big Board has been exploring 24-hour trading in stocks of companies listed on the exchange and is studying the possibility of a merger with the Pacific Stock Exchange. Now, it is readying a controversial proposal that could have even more far-reaching implications. That proposal, which the Big Board's staff is expected to recommend to its board of directors in early February, would pave the way for giant, well-capitalized firms such as Merrill Lynch, Pierce, Fenner & Smith Inc. to own and operate specialist units on the floor of the exchange. ''The specialist business has become much more risk-oriented,'' John Phelan, chairman of the stock exchange and formerly a specialist himself, said in an interview. ''It needs more capital to grow.''