My veil is protection for the gorgeousness of my face
This is a reference to Islam wherein a woman wears a veil and dresses modestly to avoid attracting the attention of men.
“He (God) specifically addresses women when He asks them not to show off their adornment, except that which is apparent, and draw their veils over their bodies.” (Qur'an 24:30-31). Note that the burqa itself, as an article of clothing, is not specifically listed in the Qur'an.
To think of the veil as protection is a little odd to the western world, but it makes sense in the Muslim perspective.
From an artistic point of view, her “veil” is her many costumes and elaborate makeup; her “Gaga” persona. Gaga’s outrageous outfits end up being the target of both her fame and criticism. This shields or separates the artist from it, as a form of protection. To extend this further, even the Lady Gaga persona is a veil, a layer of protection for Stefani Germanotta.
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