The song was recorded at the old Power Station (now Avatar Recording) in New York City, was produced by Nile Rogers, Steven Bray and Madonna, and was also one of the first to use the then-new Sony 3324 digital recorder.
The song also featured the Chic rhythm section of Tony Thompson on drums, Bernard Edwards on bass, and Rogers on guitar. Here's what to listen for (the vocal starts at 0:12).
1. As with many other hits, the vocal is doubled on the last line of the verse, the chorus and the bridge for power.
2. There's a medium length delayed reverb that's very prominent on the vocal.
3. If you're listening on headphones, you can hear the low frequency breath pops from some of the plosives on the B's Madonna sings. I also think that some of them came from the mic stand being accidentally hit, but that's just speculation.
4. The vocal performance is very strong and surprisingly consistent. You might not think of Madonna as a particularly great singer, but here she does a fine job.
5. If you listen loudly with headphones you can hear the song count off at the beginning.
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