Composition
According to Rikky Rooksby, author of The Complete Guide to the Music of Madonna, "Dear Jessie" sounds more like a children's lullaby than a pop song. It begins with the sound of strings, ushering a joyous melody, with Madonna singing in a full voice. The verses are sung without any background vocals to accompany Madonna's voice. However, in the chorus, when the she sings the lines, "Pink elephants and lemonades, Dear Jessie hear the laughter raining on your love-parade", a different set of vocals are interwoven with hers, continuously chanting the words "La-la". Synthesizer and strummed acoustics are added during the second verse, followed by the repetition of the chorus, when a change in tempo and time signature occurs, followed by the sound of a child's laughter.
As Madonna finishes singing the intermediate lines, "Close your eyes, sleepy-head, It is time for your bed, Never forget what I said, Hang on...", a trumpet starts playing alongside the main rhythm. The breakdown has the feel of Spanish music, with the glissando evoking the string arrangements. This is followed by the bridge and the chorus being repeated twice. "Dear Jessie" ends with all instrumentation and vocals fading out, except the orchestra, which is equalized to make it sound very thin and trebly, as if coming out from a distorted radio.
According to the sheet music published by Alfred Publishing Co. Inc., "Dear Jessie" is written in the time signature of common time, with a tempo of 120 beats per minute. Normally written in 4⁄4, the song has a change in time signature after the second chorus, changing it to 3⁄4. It is composed in the key of D major, with Madonna's voice ranging from C3 to D5. The song's chord progression follows a sequence of Bm–A–Bm–D–A in the verses and changes to D–Bm–G–A–D in the chorus. The lyrics of the song summon up a psychedelic landscape, where pink elephants roam with dancing moons and mermaids. It has references to fairy-tale characters and creates an image of children playing with each other.
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