I used to love Madonna. When I was a kid, she was dangerous and cool and seemed to know how I felt about the world. I spent two weeks of one lonely summer staring out over Torquay bay with her True Blue cassette on a loop in my Walkman. It was the perfect soundtrack to the romantic musical playing in my head; a love story starring me and the young German sunbather who was staying in the same hotel and was almost certainly the most beautiful girl in the world. I never did find the courage to speak to Tina Bandow – it was hard enough just finding out her name – but Madonna kept me strong, and we continued to get along famously until she released 'Like A Prayer'. It's one of her finest songs, undoubtedly, but was forever marred for me when it came packaged with a controversial Pepsi ad.

It's here that I started to realise that Madonna cared less about me and more about my money, and the continually strained attempts at controversy and a posh, ring-bound nudie book – to which, admittedly, I succumbed – soon became boring, and I moved on. There were occasional flashes of the old pop prowess from time to time, but she seemed increasingly desperate, and her bold provocation soon turned to limp titillation, with 'Hanky Panky' ("Need a good spanky!") being the song that finally destroyed any remaining sliver of hope.

It's Saturday the 21st of July 2012 now, and I'm at Edinburgh's Murrayfield Stadium for Madonna's first-ever show in Scotland. The first thing to catch my eye is one of many little one-man stalls selling the Official Programme, a rather thick magazine at £25. Consumer curiosity piqued, I then approach one of the many merchandise stalls that surround the stadium to find t-shirts at £35 and a tracksuit top for £90. I wonder if Madonna simply doesn't watch the news or whether the global recession has hit her so hard that she needs to have at least a 400% profit margin on what looks like one-colour-print, sweat-shop tat. Equally appalled and amused, my friend and I decide to find our seats for future reference, and to our surprise find what might be Madonna herself already onstage, oddly dressed down in one-legged black tracksuit, miming in the afternoon light. From my distant vantage point in the stadium's south wing, I borrow my forward-thinking friend's binoculars to confirm that it is indeed the star of the show, surrounded by a small, early-bird audience. Are these £450 VIP ticket holders or the rumoured lucky punters who stumbled upon a stage rehearsal because the gates were opened too early? It certainly wasn't a genuine sound-check or dance rehearsal because she was miming through a fraction of the PA to songs that weren't in the evening's set. A friend who works at the event later confirms that the real sound-check was in the morning, at which he heard a run-through of 'Like A Virgin'. Things are looking up.

As the evening progresses, we're a little confused about the varying reports of stage times – as they often do, our tickets merely say 7pm show start – so we ask a steward, who ominously replies, "We've been told that Madonna's on at 8:30." Time for a few drinks, then, before we make our way to our designated position for 8:20, leaving us a good ten minutes of fevered anticipation.

Those ten minutes slowly become fifty-five. The show doesn't begin until around 9:15, forty-five minutes later than scheduled, during which time we sneak a look at the tickets of the fans in the row below and discover that our seats would have cost us £157.75 each. I confess here that I, like many others, got into the gig for free. My friend was gifted the tickets by a work colleague who won them in one of the seemingly endless competitions that, if the rumours are true, failed to promote the gig to even half capacity, but we are no less enthusiastic for the show. Indeed, the only reason I didn't buy tickets on release was because of their hefty, unaffordable price, then when Madonna herself tried to justify the costly entrance fee in a Newsweek interview, I was appalled and repelled. "Work all year, scrape the money together and come to my show. I'm worth it," she said. I got in for free, and I still feel shortchanged.

For all its pomp and noise, for all the money evidently spent on rising stages, video segues, replica guns, choreography, holographic drummers and monks' habits, Madonna's MDNA show is among the dullest stadium concerts I've endured. Seated at what seemed like half a mile away, I expected to watch the show mostly on the giant screens, but I at least hoped I'd be able to hear it. But the sound from where I was sitting could generously be described as amateur, a muddied dirge with little definition. For too much of the night I could barely hear the vocals – which she seemed to be miming for the first two songs anyway, although a lag in the video feed could be to blame for giving that impression – and when she rarely addressed the audience, nobody in my wing had a clue what she was saying. The opening segment of the performance was horrible, Madonna spending much of the first twenty minutes being chased and dragged around the stage by what looked like potential rapists, until one or two songs later when she shoots one in the head and pretends to shag the corpse, then sings "Die, bitch! Die, bitch! Motherfucker!" In the row behind me, a four-year-old girl turns her back to the stage; in front of me, the parents of two young teenage girls shift in their seats and don't know where to look. You may indeed ask why anyone would think a Madonna gig was suitable for their child, to which one would fairly reply that they weren't told otherwise.

Anyway, the first of only two personal highlights is 'Express Yourself', which slyly and subtly morphs into Lady Gaga's suspiciously similar 'Born This Way'. But what begins as a playful, well-deserved dig at Gaga's karaoke tribute turns a little nastier as Madonna sings "She's not me! She's not me!" and I can't help but fear a little for the woman's mental health. Still, this is the first time I feel any hint of excitement, and the drummer-girl dance routine is the best of the night.

The rest of the gig consists of new songs that I haven't heard before and never will again – i.e. tracks from the MDNA album she's here to sell – peppered with occasional duff versions of classics and a dreaded medley or two. 'Open Your Heart' is one of the few selections from The Immaculate Collection to be played in full, but with such a pointlessly dull new arrangement that I'd rather she hadn't bothered. When she plays a new weepie backed with footage from that film that nobody watched, all of Murrayfield seems to shrug in unison as drinkers seize a toilet opportunity and smokers rush for a puff.

My mate Googles the set list to confirm that the sound-checked 'Like A Virgin' is on the way – but it never arrives. Due to her late start, the set has been shortened, and the decision to drop what's arguably her most important song is beyond baffling. We do, however, get 'Like A Prayer', and it's amazing. As over the top as it needs to be, as joyous as any song can be, Madonna's gospel anthem is enough to inspire spirituality in even the most ardent atheist. It makes my limbs tingle and my heart hurt; it's the best song of the night by far, one of too few peaks in an impossibly mediocre collection of troughs.

We've got a train to catch, so we quit while we're ahead and leave, missing the last song of the night to join a mass of people already en route to Haymarket Station in the rain. We're an oddly sedate Scottish crowd; there's no singing, no shouting, nobody's raving. We can't really complain about the lack of old hits, I suppose – the tour was in support of her new album, after all – but it's Madonna's first gig in our country in a career of almost thirty years, so disappointment was perhaps inevitable. The Glasgow train is hushed and unusually well behaved, and I arrive home with the same thought I left with: I used to love Madonna.