Suzanne answering Leonard Cohen about the line "most of the show is concealed from view":
"The way I was thinking of it was almost like a shadow puppet; the thing that is really causing the shadow is the thing that's behind the screen. "Most of the show is concealed from view," meaning the real life no one sees. It's the thing that happens when I go home, or when I think about my own life or when I think about other people's lives. The thing that is the most interesting about people is the way they are when no one is looking at them or the way they are when they're in private. And to me that is the kind of show that I give. I don't give a glamorous show. I don't come on stage in costumes or outfits. In this particular song, I'm playing at being the dancing girl. But, when I say, "most of the show is concealed from view," the real heart of the whole show is the thing that I don't do on stage. It's the private part. The activity the lyrics point at is the real song."
(Note by Cohen: this is like "As girls go" here, the "real situation" behind the curtain).
The Suzanne Vega - Leonard Cohen Interview, October 1992 (http://www.vega.net/cohnint1.htm), transcribed by Eric Szczerbinski

Suzanne further on the song:
"First of all, in order to describe a song like this you have to describe the landscape it's taking place in. The "wide flat land" is obviously not a real land. It's a land in someone's mind or it's a land you might see in one of Picasso's paintings. You know, like the Harlequin series. It's a circus atmosphere, but it's like a bad dream or like a nightmare. So in this landscape you have ... what "monkey in the middle' meant to me was that there was a person in my life who was telling me something over and over again that I didn't want to hear. I kept trying to get rid of the thing this person was saying, cause I felt this person wasn't understanding. It was a real person in my life. But, within this landscape she became the monkey in the middle and I kept trying to get rid of it... The thing that this woman said was.. she was warning me of something, to be careful of something. I didn't feel like being careful, and in the end she was right and I was wrong. The monkey, the tune was the one I finally heard. there are certain areas where I'm not cautious, where I just go tumbling head first and I think sometimes, in this case her advice was well conceived. But, each of these characters in the song is someone in my life ans I wouldn't feel comfortable telling you who the different people are. But, there's a function to each one. The megaphone man is the opposite of the girl with the hand over her mouth. The megaphone man is a person who gives information to the world. The girl who is covering her mouth is the girl with the secret, it's the same girl that's in all the songs. It's the same girl...with a secret… It's a dark secret. It's probably no different than the same secret every woman has. I'm sure you've experienced that secret several times, over and over again in your life. It's probably nothing more or less than that, except that sometimes it's dark, sometimes it's violent, sometimes it's stuff that you knew too early that you shouldn't have known."
The Suzanne Vega - Leonard Cohen Interview, October 1992 (http://www.vega.net/cohnint1.htm), transcribed by Eric Szczerbinski

Suzanne explaining the character "Billy Purl":
"So I know that you are standing there asking yourselves, "Who is Billy Purl, the international fun boy?" Billy Purl was a band leader in the 30's. And he toured the Vaudeville circuit in the Midwest. My grandmother was his drummer, in his band. He had an all girls band, he had a series of all girls band actually, bands. And one of them was called "The Melody Maker's Lady's Orchestra" and that was the one that my grandmother was the drummer for. So, now you know."
In concert: El Rey Theater, Los Angeles, CA, USA, November 20, 1996 (http://www.vega.net/elreytr96.htm) transcription by William C. Andrews