Someone on another forum was kind enough to type out the story that Groucho was telling before Johnny's entrance, which puts Johnny's opening joke in context. Here it is:
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Groucho Marx: Don't be alarmed, I'm only going to be out here for a few minutes. The fact is, I happened to be walking past, and Johnny Carson sent his suit out to be cleaned and pressed. It didn't get back yet, so he asked me if I'd come out here.
This is a kind of jump from what I was talking about, which was nothing, but they're doing some very interesting experiments now, scientific research, at the University of Chicago. I think they have a lot of time for this now because they've abolished football there. They don't play any of the big universities. They have what they call "intermural games." They play against each other every Saturday. Last week, the girls won. So this gives them a lot of time for scientific research. Now, I don't mean because they play the girls, I mean they do a lot of research in Chicago, at the university.
Perhaps I can explain it better this way: They did an interesting experiment last year on a very important subject. It's something we should all know something about. They put a female mouse in a little maze that has a trap door on it, and there's also a male mouse. Then, they have another cage that's filled with mouse food. Mouse food, whatevere that is, I don't know what mice eat...maybe they eat other mice. It's probably cheese, or something like that.
Now the male mouse hasn't had any contact with the female mouse in some time. I don't know exactly what the time is with mice. Anyway, any information for me is purely academic. They had the male mouse, the female mouse, and cheese - whatever they eat at Twenty-One. You know, I had a cheese sandwich there last week, and it was two and a half dollars. And then they charge you extra for the bread and the cheese.
Where was I? I had a female mouse in one trap and a male mouse in others. It remained this way for three days, and then they opened up the two cages simultaneously. They then opened the cage with the male mouse and let him run around. Now, I'm going to ask you, because< i'm interested in your reaction to this, which do you think that the male mouse went for first - the cheese or the female mouse?
[Audience: The cheese!]
The cheese? You're wrong. Your contact with sex must be less than mine. I'm not trying to be funny, and I don't think I am, but this is fundamentally true. It's the law of retaining the sex of the human being or mice or whatever it happens to be. So the first thing is that sex is the most important thing of all. If it wasn't for that, the whole nation, the universe, would disappear. Might not be a bad idea, either.
So they go for that first, and then they go for the cheese. In some homes, this isn't much difference. I think the men in the audience tonight, when you go home, ought to try it themselves. Put your wife on one cage and some cheese in the other, and see which one you're going to go for...
And now the permanent star of The Tonight Show: Johnny Carson.
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And now you know... the **rest** of the story!
-Kevin