Understanding the character Sally Bowles and how to bring her to life on stage?

I'm Sally Bowles for my Musical Theatre course production and I am struggling to fully understand sally at all. I've read books and articles but I Just don't understand her, I've never found myself so stuck with a character before. How did her past make her the way she is, why is she not bothered about Germany's political state, Why does she not leave Berlin, If her family are rich and supportive (according to the book) why does she throw this away - also the song 'Don't tell mama' is then confusing. Am I thinking too much into this? any help for this character would be amazing