Lady Gaga Puts On Mind-Blowing Coachella Set With Several Costumes, Set Changes

Lady Gaga was the headliner for a jam-packed opening night of Coachella ... and the superstar didn't disappoint the crowd of thousands!

Gaga did several costume changes in a flash -- from her in the dirt with skeletons, to being lifted by her dancers while being dressed in white feathers -- while rocking on a stage that kept changing as she belted her hits.

Gaga rocked the fest through a storyline with numbers that included "Bloody Mary," "Judas," "Abracadabra," "Poker Face," "Disease," "Papparazi," "Killah," "Born This Way," "Shallow," and "Bad Romance."

Of course, that's only a few of the songs she belted out in the desert -- as her whole performance was about 2 hours long ... but you know her little monsters were loving every damn minute of it!

The superstar obviously leaned heavy on new material for this gig, BTW ... 'cause Coachella's two weekends unofficially kick off her upcoming 'Mayhem Ball' tour. The big tour officially starts in Nevada in July.