What does it feel like for a girl? For Madonna, it was a mixture of bravado and vulnerability, with a touch of confusion. When she wrote it, she was pregnant with her second child, Rocco, and not yet married to the father, Guy Ritchie. Madonna was living in America, but Ritchie, a film director, resided in England. Madonna ultimately moved to England, but it was a tough decision.
The song also looks at how accomplished women are viewed in society. She explained in Interview magazine: "Our generation certainly has been encouraged to grab life by the balls, be super-independent, get a great education, follow our dreams, kick ass, all that stuff, and I feel like I work up one day holding the golden ring and realized that smart, sassy girls who accomplish a lot and have their own cash and are independent are really frightening to men. I felt like, 'Why didn't somebody tell me? Why didn't somebody warn me?' And that's also what that song is about – swallowing that bitter pill. It was a combination of that, and also just feeling incredibly vulnerable that inspired the song."
The video was directed by Madonna's husband at the time, Guy Ritchie, who had previously directed music videos in England. Movies he directed include Lock, Stock and Two Smoking Barrels and Snatch, so it's no surprise that he filled the clip with crime and destruction. The video shows Madonna going on a crime spree, ending with a car crash meant to symbolize a suicide. Madonna claimed the character she played had been abused, and it was an anti-violence message, even though it portrayed graphic violence. The video was the first time Ritchie worked with Madonna. MTV and VH1 aired the video only once because of its graphic violence.
The voice at the beginning of the song is the actress Charlotte Gainsbourg. It came from a clip from the 1994 film The Cement Garden.
Madonna wrote this song with Guy Sigsworth, who has also written and produced songs for Seal, Britney Spears, and Alanis Morissette. The song uses a samples from a 1987 album called Cloud About Mercury by the guitarist/experimental musician David Torn. Madonna didn't know about the sample when the song was released, and when she found out, she gave Torn a composer credit on the song.
Many different mixes of this song have been produced. The version used in the video is a remix by the team Above & Beyond.
On her 2001 Drowned World tour, Madonna sang this in Spanish. The title translates to "Lo Que Siente La Mujer."