MADONNA, True Blue (Sire): Anyone who missed the underlying feminist/ individualist message of Madonna's last album, "Like A Virgin," has a big surprise waiting on "True Blue." Madonna's third outing begins with the stunning "Papa Don't Preach," which tells the story of a pregnant, unwed teen--the heroine of "Like A Virgin"?--who goes to her father asking for advice. Even without papa's blessing, though, she's decided to keep her child. The remainder of "True Blue" is no less impressive. We may not be hearing as much of it on Top 40 radio, but with this album Madonna establishes herself as an artist to be reckoned with.