About selling your soul to the devil that is fame and fortune. And then you die anyway. Who will remember you? In Madonna's case maybe quite a few, centuries from now. After all, the "pop music" of today is the "classical music" of a few centuries later.
"I wonder if the "I took it, just about everything, except my own advice" bit is about Sean Penn beating the shit out of her and her staying with him even though she gave very different advice in "Express Yourself"." <--- I love this interpretation so much. Wow.