Madonna's father put her in classical piano lessons, but she later convinced him to allow her to take ballet lessons. Christopher Flynn, her ballet teacher, persuaded her to pursue a career in dance. Madonna later attended Rochester Adams High School and became a straight-A student as well as a member of its cheerleading squad. After graduating in January 1976, she received a dance scholarship to the University of Michigan and studied over the summer at the American Dance Festival in Durham, North Carolina.

In 1978, Madonna dropped out of college and relocated to New York City. She said of her move to New York, "It was the first time I'd ever taken a plane, the first time I'd ever gotten a taxi cab. I came here with $35 in my pocket. It was the bravest thing I'd ever done." Madonna soon found an apartment in the Alphabet City neighborhood of the East Village and had little money while working at Dunkin' Donuts and with modern dance troupes, taking classes at the Alvin Ailey American Dance Theater, and eventually performing with Pearl Lang Dance Theater. She also studied dance under the tutelage of the noted American dancer and choreographer Martha Graham. Madonna started to work as a backup dancer for other established artists. One night, while returning from a rehearsal, a pair of men held her at knifepoint and forced her to perform fellatio. She later found the incident to be "a taste of my weakness, it showed me that I still could not save myself in spite of all the strong-girl show. I could never forget it."