She began making controversional videos with sexual themes in 1986(in Libertine video).
Also in Pourvu qu'elles soient douces from 1988. However that weren't so 'whory' videos just about f**king like Madonna ones(made later), but also consisted gay(or rather lesbian) themes. Mylene's videos show culture and real human behaviours of old times. Her clips teach something about history( Désenchantée, Tristana etc.)
What's more, Mylene was also using religious imaginaery before Madonna- in Plus Grandir video from 1985.
Thanks for Anthony for making this photo:
Second and Third Row: Kneeling and praying in front of a saint statue.
Fourth Row: Close-ups of the saint statue; also note that the statues move in both music videos."