The movie will combine Gaga's passion for music with her love of acting. In fact, the movie shot scenes in Indio, CA, when Gaga was performing at Coachella earlier this year. However, it looks as though she intends to keep some separation between her music and her acting work. While we may know her by her stage name, Lady Gaga, she will be credited in the film by her given name , Stefani Germanotta.