Lady Gaga, dressed in a poofy red gown and stuck behind a cage ... who was masked. She donned a blue and sparkly black ...

It was Friday night at Coachella and Lady Gaga was about to tell the story of Mayhem ... He DJed during "Killah," which Gaga ...

Last night, Lady Gaga brought mayhem to the desert.

Lady Gaga performs her headlining set at the Coachella ... who was masked. She donned a blue and sparkly black leotard, along with a blue ruffle coat, and she owned every move she made on stage ...