Lady Gaga paid tribute to Madonna and The Rolling Stones as she performed the first of three homecoming gigs in New York last night (July 6).

The singer thrilled a sold-out crowd at Madison Square Garden with her energetic Monster Ball stage show, which featured multiple costume and set changes.

At one point, Lady Gaga listed all the other performers who she had seen play at the presitgious venue, including Sir Elton John and KISS.

"My name is Lady Gaga and I used to sit right over there, way far in the back and way up top," she said.

 "I used to stare at this side of the room, and I used to think, 'I'm gonna be up there'. Every second you watch me on this stage, you remember, I was sitting where you are."

The singer's set includes songs from debut album 'The Fame', as well as the more recent add-on 'The Fame Monster'.

Lady Gaga plays Madison Square Garden again tonight (July 7) and Friday (9), before continuing across North America.

Lady Gaga live at Madison Square Garden