Motivated by the possibility to load multicolor fermionic atoms in optical lattices, we study the entropy dependence of the properties of the one-dimensional antiferromagnetic SU(N) Heisenberg model, the effective model of the SU(N) Hubbard model with one particle per site (filling 1/N) in the large U/t limit. Using continuous-time world-line Monte Carlo simulations for N = 2-5, we show that characteristic short-range correlations develop at low temperature as a precursor of the ground state algebraic correlations. We also calculate the entropy as a function of temperature, and we show that the first sign of short-range order appears at an entropy per particle that increases with N and already reaches 0.8k(B) at N 4, in the range of experimentally accessible values.