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For a show that is all about fear, Gaga seems more fearless than ever. And yet she admitted there's vulnerability within.

"In order to build strength," the actress-musician said, "you have to usually come from a lot of weakness. So, I'm actually extremely weak in a lot of ways and extremely vulnerable and extremely open and reckless and crazy with my mind, my emotions. Things that I make, I'm always throwing everything that I have at it, and I was not actually that fearless when I first came to this set. I was very nervous. I did the Oscars at the top of the year, I was very nervous for that. I prepared, prepared, prepared, and was like, 'I did that and that was great,' but I couldn't even enjoy it because I was still kind of in preparation mode after it happened. It's like I wasn't even there. So I was just very nervous. "

Gaga's greatest fear was not being accepted by the cast and crew, who might not see her as who she truly is. So when she secured the AHS gig in February after calling up Murphy and asking for it, as a fan of the show—and stepping into an intimidating spotlight after Jessica Lange chose to take an undetermined hiatus—Gaga did everything she could to shatter preconceptions about her ego.

"Something that was so important to me when I got here is I really wanted to bond with the cast," she explained. "And I wanted to get to know them, and I wanted them to feel comfortable with me as a human being and a person, and know that I was going to be available and open to them, and that I wasn't going to come on set and be like, 'Where's my make up?! Where's my trailer?!' and be a huge bitch and make this The Gaga Show. The most important thing to me was that that did not happen."