Madeline Fox is Martin's first fiancée… although he ends up leaving her to marry Leora Tozer. The novel introduces us to Madeline by saying that "Madeline was a handsome, high-colored, high-spirited, opinionated girl whom Martin had known in college" (3.4.2). At this point, everything sounds pretty good for Martin. On top of Madeline's other charms, Martin also "felt that with her energetic culture she was somehow 'good for him'" (3.4.2).
In other words, Martin goes out with Madeline because he feels like a better person when he's around her. The only problem is that Madeline tries to "improve" Martin all the time by telling him how to dress and how to speak to people at parties. In the end, Martin gets fed up with being told what to do and chooses the easygoing Leora instead.