More than once during “Oh, Mary!,” which opened Thursday night off-Broadway, it hits you: How am I laughing so uncontrollably at a play about Mary Todd Lincoln? Yes, Abraham Lincoln’s wife is the subject of this riotous new comedy at the Lucille Lortel Theatre, written by and starring Cole Escola, that definitely does not aim to teach your anything or challenge your brain cells. Rather, the campy “Oh, Mary!” is too busy daring your lungs to stay full of air for more than a few seconds.