The Copenhagen Court House is to call 37 witnesses during the 12-day trial which could help clarify seemingly contradictory statements by the 47-year old accused, who has admitted to cutting up Wall's body but denies murdering her aboard the vessel where she was last seen on August 10.
His lawyer, Betina Hald Engmark, has not revealed what he intends to say at his trial.
According to a charge sheet, Madsen tied the 30-year-old freelance reporter by the head, arms and legs before beating and stabbing her, including 14 stab wounds and holes in her genital area, after she boarded the submarine to interview him.
Prosecutors say he then killed her and dismembered her body, stuffing her torso, head, and legs in separate bags weighed down with metal objects, and dumping them in Koge Bay off Copenhagen.
Madsen has changed his story several times about what happened that night.
He initially said he had dropped Wall off in a Copenhagen harbour, then he said she died in an accident onboard the vessel.
Contemplating suicide, Madsen said he subsequently “buried her at sea”.
But prosecutors believe Madsen planned to murder Wall as he brought a saw, knife, plastic strips, and metal pieces on board, all of which they say were used to torture and dismember her, and dispose of her remains.
“The Danes were like everybody else shocked by the cruelty of this crime,” said Frank Hvilsom, a journalist reporting on the case for the Danish daily Politiken.
“Many could identify with the victim and feel very sorry for her,” he told AFP.
Family and friends of award-winning Wall, who reported for The New York Times and the Guardian, among others, have set up a memorial in her name to fund women reporters interested in covering “the undercurrents of rebellion”.
Neither the cause of death nor the motive has been established, but investigators believe Madsen either strangled Wall or cut her throat as part of a sadistic sex crime. He has denied any sexual relations with Wall.
Investigators seized in his workshop a hard drive containing fetish films in which women were tortured, decapitated and burned alive, according to the prosecution. Madsen said the drive was not his.
He faces a life sentence, which in Denmark averages 16 to 17 years before parole according to national statistics, though some convicts have been locked up much longer.
A well-known figure in Denmark, one of Europe's safest countries, he was dubbed “Rocket Madsen” due to his ambitions for amateur space travel and rocket launches.
“I knew about him from television. He was such a special personality… that maybe he was crazy enough to do that,” Geske Svensson, a 71-year-old museum worker in Copenhagen, told AFP.
In 2008, Madsen launched the Nautilus, the largest privately-made submarine, with help from 25 volunteers.
After a conflict, the sub's board of directors transferred ownership to Madsen, described as having “a hard time getting along with other people” by journalist Thomas Djursing, who wrote a 2014 biography about the suspect.
Wall, whose work had taken her to the earthquake-hit ruins of Haiti and the macabre torture chambers of Idi Amin's Uganda, was reported missing by her boyfriend after she failed to return home from a trip on the 60-foot (18-metre) vessel.
The Columbia Journalism School graduate was having a going away party before moving to China with her boyfriend when she received a phone call from Madsen, whom she had been planning to interview for a story.
Her boyfriend told Danish magazine Station 2 that he changed his mind about joining Wall onboard the vessel at the last minute to not leave their friends alone at the party.
Investigators believe Madsen deliberately sank the Nautilus shortly before he was rescued at sea on August 11.
After observing the suspect in a pre-trial hearing last year, Hvilsom said Madsen left the impression of “having some kind of schizophrenic nature” and “maybe thought that the world is his”.
“He can make rockets, he can make submarines and maybe also kill a person if he wants to.”