CHICAGO — Lady Gaga has come a long way since her appearance three years ago at the Lollapalooza music festival – but she hasn’t forgotten some critics’ less-than-stellar reviews of that performance. Gaga, 24, wearing a fish-net top without a bra and fish-net stockings over flesh-colored panties, crowd surfed as hundreds of wild fans passed her over their heads. She rolled and twisted as fans groped her. One fan can even be seen licking her stomach.Gaga took the stage later wearing a black leather jacket with massive, oversized shoulder pads. Next, she donned a shiny red cape, and a transparent dress.“My name is Lady Gaga. I thank you for coming to my show. I didn’t used to be brave. In fact I wasn’t very brave at all,” she told her fans. “But you have made me brave, little monsters. So now I’m going to be brave for you. Tonight, I want you to free yourself.”