There is something strangely comforting in the blasphemous stage extension on this first night of Madonna’s UK tour. It’s a crucifix crowned by a heart that actually looks like the head of a penis.

Madonna’s is a Rebel Heart, after all, one that has long relished conflating the Passion of the Christ with the more lurid human urges the church fails to sublimate. “Things always get heated up when I get here,” Madonna jokes from her position on a stool near the tip of the glans, in one of many often spontaneous-sounding asides tonight.

This most famous of lapsed Catholics recently referred to the pontiff as “popey-wopey” on the Philadelphia leg of this tour, a show that finds Madonna returning to themes she (and we) know well: religion, sex, provocation, heartbreak, the romance of Spain. In short, it’s a little like 1989 all over again, when Madonna’s Like a Prayer video found the singer getting steamy with a black saint.

This time, Holy Water – to be perfectly clear, a Rebel Heart song about cunnilingus and vaginal juices, “Bless yourself and genuflect”, it goes – features pole-dancing nuns in their frillies. At the end, it finds Madonna and her many dancers in a tableau suggesting the Last Supper. Only it’s more like the Last Bacchanal, with all sorts of simulated sins of the flesh instead of dessert.

‘A splendid host’: Madonna at the O2. Photograph: Neil Lupin/Redferns

Madonna remains an equal opportunities blasphemer, however. Devil Pray – another Rebel Heart song, this one about the illusory spiritual fix provided by intoxicants – features dancers getting jiggy in other religious garb. More taboo-breaking? One of her female dancer goes topless for Candy Shop in the jazz cabaret section of the show, in tribute, surely, to Josephine Baker, the “Black Pearl” of 20s and 30s Paris (and a civil rights campaigner). If all this raunchy church-baiting seems a tiny bit quaint in an age so free from inhibition, there’s a fond, familiar feeling to Madonna still kicking it so old-school – at least for those of us who witnessed the first round.

‘Kicking it old-school’ at the O2. Photograph: Neil Lupin/ Redferns

That storied past looms delightfully large tonight, with many songs – plus a handful of interpolations – culled from Madonna’s imperial phase as well as her more recent, imperious one.

This greatest hits set (Like a Virgin! La Isla Bonita! Dress You Up! Who’s That Girl! Holiday!) is remixed with great skill, bouncing between the recent past, in which Madonna proclaims her own dominance like a rapper (the ultra-modern Iconic and Bitch I’m Madonna, set tonight in Japan, sounding totally convincing), and a lifetime ago (Burning Up, in a rock version that is probably the least excellent rescore of the night). True Blue on a ukulele? Charming – genuinely – especially after the shock-and-awe of the opening triptych, in which Madonna is cast as a rebel queen sprung from jail, leading a cadre of futurist medieval samurai.

Matador cape flowing, she re-enacts the staircase routine of her Brits stumble back in February – this time successfully, to huge cheers. HeartBreakCity, one of Rebel Heart’s less convincing songs, is performed on a spiral staircase (as though to prove, once again, to all staircases, that she is not afraid of them). It climaxes in a few lines from Love Don’t Live Here Anymore, and Madonna throwing a dancer off the top of the stairs – one of many breathtaking feats of physical theatre that you begin to take for granted at Madonna shows.

Matador cape flowing, she re-enacts the staircase routine of her Brits stumble – this time successfully, to huge cheers

Arena gigs usually feature interludes where the star gets changed and you can run to the bar while everyone else watches a video. Madonna’s interludes are as good as the main event. One costume change in particular finds seven dancers strapped to the top of tall, flexible poles, swaying precipitously. The tune booming out is Illuminati – a more modern bit of provocation, addressed to online conspiracy theorists.

Back on the stairs. Photograph: Brian Rasic/WireImage

Madonna herself is a splendid host tonight, if a little too obsessed with sex, even for Graham Norton’s liking. The TV star is a surprise guest for Unapologetic Bitch, and is himself surprised – to be proffered a banana and then told in great detail what he might do with it. Another routine goes slightly wrong when Madonna accidentally picks a non-English speaker called Pepe to catch her bouquet. These clunks are welcome, because the unscripted Madonna is unexpectedly revealing, as when she bosses Norton around. For all her love of Spanish, Madonna finds herself unable to deal with poor Pepe. She confides that she used to steal from the till at the bar where she worked, just to get the money for a ticket to London. “I just said ‘um’ twice, I sound like an idiot,” she chastises herself at one point.

Marking World Aids Day provides the chance for the star to remember those who have died – including “the entire family of my adopted son” – and for the most charismatic song of the night. Like a Prayer finds Madonna accompanied by Spanish guitar. The entire room is in the palm of her hand, like a string of rosary beads, 20,000 long.