It's been a rough couple of months for Lady Gaga. Her quest to turn things around has now led her to Letterman.

Lady Gaga's latest album, Artpop, was released in late 2013. It hasn't done as well as she thought it would. Then there was SXSW where somehow she ended up in a tub of her own vomit.

Not a good look.

Since then she is trying to turn things around. She is currently closing out New York's Roseland Ballroom and now she will be taking the stage at The Late Show with David Letterman Wednesday night. It's the first time she's ever performed on the legendary talk show.