Machine Gun Kelly witnessed a frightening incident during his UK performance Friday night -- a fan fell right through the stage! Check out video which has gone viral ... MGK is belting out one of his tunes at London's O2 arena with a bunch of fans — who were invited onstage -- walking behind him.  One of the fans didn't see a large gap in the floor and stepped inside it, plunging through the stage. MGK caught the whole thing as he turned around at the moment she fell, seemingly hitting her face