Lady Gaga [1] proved on Tuesday that she fits right in to the scary scene on the set of American Horror Story [2]: Hotel. The singer stopped by The Tonight Show, and while chatting with Jimmy Fallon [3], she revealed an interesting fact about herself. "Dangerous things and horror relaxes me. It really freaks out my friends a lot," she said. "And it particularly freaks out my fiancé quite a bit." She went on to explain that she "would've been one of Hitchcock's groupies." Watch the clip above, then see Lady Gaga and Taylor Kinney's best PDA pictures [4].