 Madonna trained herself physically with aerobics , jogging and weight @-@ lifting , to cope with the choreography and the dance routines . For the costumes , she collaborated with designer Marlene Stewart , expanding on the idea of bringing her popular video characters to life onstage , reworking scenes from videos such as " True Blue " , " Open Your Heart " , " Papa Don 't Preach " and " La Isla Bonita " . The stage was huge , with four video screens , multimedia projectors and a flight of stairs in the middle . Patrick Leonard , who was the music director , encouraged Madonna to go with the idea of rearranging her older songs and presenting them in a new format . The title Who 's That Girl came to Madonna 's mind when during rehearsals one @-@ day when she looked at a gigantic image of herself , projected on a screen on the stage . 
