Madonna seems to have lost the plot ...

On Thursday night, the Material Girl made her audience at Melbourne's Forum Theatre wait three hours before coming on stage dressed as a clown for her "Tears of a Clown" comedy show. We are completely confused about Madonna's "comedy" show but it appeared to be part stand up, part music -- and all kinds of bizarre.

Wearing a yellow smock style dress and pink and white thigh highs, Madge also flashed the audience her butt, which was outfitted in latex undies.

After keeping the audience waiting for three hours, Madonna came on stage close to 1 AM and She then explained to the crowd that the show was a "work in progress" and not to "expect a polished performance."

Australian journalist Nathan Rao tweeted that Madge said, "One thing I'm going to do tonight which I've never done before on stage is drink." Umm maybe she should have stuck to her no-drinking policy -- cause sh*t go weird!

During the performance which was a closed show for 1500 fans who entered a competition, the mom talked about her custody battle with ex Guy Ritchie, and dedicated a song called "Intervention" to her 15-year-old son, Rocco.

Seven songs into the set, she said the audience, "There's no end to the mistakes I've made. Everybody knows the saga of me and my son Rocco. It's not a fun story to tell or think about." The 57-year-old continued, "I probably could have enjoyed myself a little bit more on this tour if he hadn't disappeared so suddenly, and also if I knew when I would see him again. I want to dedicate this next song to him, to Rocco."

Umm this whole this is just bizarre ... we think the stress over her custody battle over Rocco is really getting to her!