LOS ANGELES Lady Gaga kicked off the MTV Video Music Awards on Sept. 7 with a win for artist of the year, immediately setting the night’s tone.Lady Gaga kicked off the MTV Video Music Awards on Sept. 7 with a win for artist of the year, immediately setting the night’s tone. The show’s top nominee promised a performance later and delivered, hitting the stage at Madison Square Garden after her acceptance speech, which sent the audience into a frenzy at the UBS Arena where the VMAs were being held.