Lady Gaga performs at the Boardwalk Hall Arena in Atlantic...

Lady Gaga performs at the Boardwalk Hall Arena in Atlantic City, New Jersey on July 4, 2010. Credit: Getty Images

Lady Gaga built her monster-sized fame on knowing how to create a spectacle and then having the substance to back it up.

For every coat made of Kermit the Frog dolls or headdresses that covered her face in red lace, there was a stomping disco anthem or tender piano ballad to match.

That back and forth is the centerpiece of her Monster Ball Tour, which made its sold-out Madison Square Garden debut last night and is set to return Wednesday night and Friday, and it is what keeps her army of "little monsters" - her nickname for adoring fans - coming back for more.

Though Gaga spends much of the evening in revealing costumes and attention-getting props, like the bra-and-panty set that shoots off sparks, she starts off literally covered-up, behind a screen, moving to "Dance in the Dark."

"The Monster Ball will set you free," Gaga declared. "I created the Monster Ball so that all my fans would have someplace to go. Tonight, Little Monsters reign supreme and we're at Madison Square Garden."

For this leg of the Monster Ball, she's crafted a Broadway-style musical - a quest for a great party from Brooklyn to Manhattan - that starts off slowly and builds to the wild finish of "Poker Face," "Paparazzi" and, of course, "Bad Romance."

"Pretty much without New York, I would not exist," she said.

It's a bigger and broader show than her last Monster Ball, which rolled through town in January at Radio City Music Hall, and there's plenty of wild stops along the way - involving half-naked dancers, a broken-down car to hide her organ, a subway car dance party, some fake vomit and jokes about her being a hermaphrodite.

She even unveiled "You and I," a new rock ballad from her upcoming album.

But what truly sets Gaga apart is her desire to connect with her fans and inspire them, telling the audience how she saw Madonna, Cher and Elton John at the Garden, dreaming she would be the star someday.

"You remember, I was sitting right where you're sitting now," she said, in one of her many inspirational breaks. "We can do anything."

And with this show, she backed that claim up, too.

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