The eccentric singer was carried into the awards ceremony inside a giant egg, which she referred to as a vessel.
Talking to US radio show host Ryan Seacrest, she said: 'I was in [the vessel] for about 72 hours and it was a very creative experience and it was time for me to prepare and really think about the meaning of the song. I really wanted to be born onstage.'
The 24-year-old singer added that performing her new single for the first time was an emotional affair.
'It was such a magical moment. I can't even say enough about the joy that I felt singing Born This Way on that stage,' she said.
'We were just so emotional and so excited and I put so much hard work into creating the performance, designing it. I really have spent a tremendous amount of time dancing and working on becoming a better dancer…”
She added: “It's important to me, if I want to some day be remembered as a great, great artist, I think I have to do what all the greats did – I've got to sing and dance live at the same time.'