Whelan also points out that Gaga can ride a horse, making her adept at being able to journey around Westeros (teleportation machines notwithstanding) and fight off some Lannisters. "And she's a really good horse rider so maybe... She's tough. I wouldn't mess with Lady Gaga, and I wouldn't mess with Yara, so they'd be a match," says Whelan.
While the effectiveness of Ed Sheeran's cameo in season 7 is, uh, debatable, we imagine that another celeb guest spot could be enhanced simply by disguising them better. One criticism of Sheeran's spot was that it took fans of the show out of the moment — it was hard to stay connected to the fiction when Sheeran's celeb stole the scene.
Let's say Gaga did make a guest spot on the show. What would we like to see? Well, considering that Gaga has some horse riding skills, we'd love to see her play a swashbuckling Dothraki screamer. If there's one thing Game of Thrones needs, it's way more women brandishing swords. Even with that unforgettable duel between Arya and Brienne of Tarth, we still want to see the women of Westeros taking up arms.