It's show-and-tell time with the Finnish division of Gaga's "Little Monsters". Anyone who throws a particularly original gift on stage – last night at the same venue there was a giant used tampon – gets to meet her after the gig. She bends down to receive a Barbie doll, bites its head off and tears a pink plastic thigh from a hip socket: "Come on, you little slut!" Twenty fans are selected each evening from within Gaga's latest innovation, a walled enclosure at the front of the stage known as the "monster pit". It's reserved for the kids who spent the night outside in sleeping bags; the ones who fail to get in hover beyond the fortifications like lepers outside a medieval castle. There's one of those too – 50ft high with flashing neon lights, a sort of Disney-meets-Rick Wakeman affair. It takes seven hours to construct every day.
The Born This Way Ball, which started its European leg in mid-August after trawling Asia and Australia, is a kind of allegorical, mock-medieval mystery play that turns into a story about an alien (Gaga) persecuted by a giant hologram (also Gaga) whose name is Mother G.O.A.T. The plot is playfully designed to fold in on itself if you analyse it: straight after Bad Romance Gaga declares that when she's extracted enough art, music and love from us all, she'll come back and invade planet Earth "as… your pop singer!"
The most amazing thing this woman could do right now would be to play her piano in jeans and a T-shirt. Until she does, her baroque fantasies continue to roll out with wit and an incredible lightness of touch. Costume changes (there are 18, from a repeat of the "meat dress" to the alien carapace she wears for Government Hooker) are much quicker than on the Monster Ball tour. A giant vagina appears for Born This Way and is quickly dragged, deflating, back into the castle. Even the show's sexy heavy-metal aesthetic is mainly a chance for her to turn herself into a motorbike, arms for forks, and glide around the stage face-first with a female dancer on her back.
You really appreciate how stupid this ongoing "Gaga versus Madonna debate" is too. She performs Americano, a steaming, Latino melody, wearing a machine-gun bra and being caressed by half a dozen near-naked dancers. Gaga is not "copying" Madonna – she has virtually eaten the woman and is throwing up a wonderful, projectile, multicoloured arc of the stuff night after night, for all to see.
Much of the two-hour show whirls by with the same pure physical energy Oklahoma! or South Pacific must have had 60 years ago. There are very few close-ups of her face for the first half – which will annoy millions of people – but you see something bigger in the sharp elbows and thrusting determination of the tiny figure on stage. Dissolving herself into the chorus of dancers for Telephone and Bad Kids, Gaga is upholding her promise of hard work in exchange for adoration. She's always talked like some weird public servant – "I promise to sing and dance my ass off for you all night long" – and at times is frankly exhausted tonight, breathing raggedly into her mic.
Not that you worry for her, really. Can popstars even have breakdowns in a post-Gaga age? Britney was shocking to watch because her face said everything was fine when you knew that it wasn't; Amy was shocking because her face showed that everything was wrong. But Gaga is a robust, cartoon embodiment of all human emotion, good and bad. She's at her warmest tonight singing a new song about suicide; Princess Die runs through various fantasies – "I'll do it in the swimming pool so everybody sees" – before concluding that no death's as stylish as that of "another dead blonde" whose rich boyfriend proposed "with the paparazzi all swarming around". You wonder how it'll go down at Twickenham on Saturday. And whether a depressed teen at her feet would fully grasp the song's intended irony.
A Little Monster drifts across the car park – she's about 18 and she's lost her friends and her ride home. Did she enjoy the show? "The meat dress was difficult for me," she says thoughtfully, "because I could actually smell it. Look, the point with Lady Gaga is she can be everything you love most in the world, and the next minute she can be everything you hate. At that moment I hated her." She sounds almost irritated. Then again, she's been awake since 6 o'clock on Monday morning, and it's now 2am on Wednesday.
