respect
This is an inherently conservative island and the Madurese are pious Muslims. Many other Indonesians unfairly regard the Madurese as kasar coarse or unrefined and hot-tempered.
Madura recieves relatively few foreign visitors and you are therefore likely to be a source of some curiousity. Behaviour and dress should be appropriately conservative. If you make an effort to understand and respect the Madurese, you will find them welcoming and people with a finely developed sense of humour.