But this wasn't actually Gaga's first day on set. The 29-year-old did share a new photo of her "Checking In" script, marking the first episode of the new season, but she actually tweeted about her first day of shooting last week.
Thoughts on first day shooting for AHS? I say, I've died and gone to my personal heaven. ????
As Murphy previously revealed, Gaga will play a character that owns L.A.'s fictional Hotel Cortez and engages in polyamorous, bi-sexual relationships with Matt Bomer, Angela Bassett and Cheyenne Jackson.
"It's sexier than any season we've done, particularly because of the Gaga of it, so I would say scarier and sexier," he said at FX's TCA panel earlier this month. "By far the most sexy season."