Yess, you should try to listen to her album in chronological order. I did it some months and it was one of the best experiences I've had in music
For me:
1. The Immaculate Collection
2. Confessions On A Dancefloor
3. Ray Of Light
4. True Blue
5. Like A Virgin
6. Music
7. Like A Prayer
8. Hard Candy
9. MDNA
10. Bedtime Stories
11. Madonna
12. Erotica
13. American Life
(I haven't listened to "Rebel Heart" yet
)
But it depends on your taste of course, she has a lot of variety. For exampe, I like almost the whole "Like A Virgin" album, becasue I love the 80's sound it has, it's cool. But for most of the people sounds dated and commercial for the time. And as for "Erotica", some said it's their favorite album, well, it was a whole new direction for Madonna, it's definetely very sexual and provocative but it has this 90's R&B which I'm not a big a fan of it