This old video of Madonna performing Everybody is pretty mesmerizing. She's on stage at Haoui Montaug's No Entiendes at Danceteria. Its 1982, which is five years after she moved to New York and one year before her debut album was released. At this point she's fairly genuine in her "down town-ness" and watching the video feels like those few and far between times when you see a performer who you know is going to go far.
This video below is possibly the best analysis of Madonna I've ever heard. bell hooks lays out Madonna's rise to fame and the celebrity trap of needing to stay relevant and make money that inevitably led The Material Girl to turn her back on not just her values but the truth of her own identity as a powerful woman.