According to a handwritten letter she wrote to photographer Steven Meisel, Madonna was miserable. āI cannot suffer any more than I have in the past month, learning how to play baseball with a bunch of girls (yuk) in Chicago (double yuk). I have a tan, Iām dirty all day, and I hardly ever wear make up. Penny Marshall, Lavern (sic), Geena Davis is a Barbie Doll, and when God decided where the beautiful men were going to live in the world, he did not choose Chicago. I have made a few friends but they are athletes, not actresses. They have nothing on the house of extravaganza. I wish I could come to N.Y.ā