I would rather investigate gunfire from my childs bedroom than whether or not Lady GaGa has a penis, especially since this quote is at least a year old. But for whatever reason it's been rediscovered and is everywhere today, so this is what she allegedly once said.
"It's not something that I'm ashamed of, just isn't something that I go around telling everyone. Yes. I have both male and female genitalia, but I consider myself a female. It's just a little bit of a penis and really doesn't interfere much with my life. The reason I haven't talked about it is that it's not a big deal to me. Like come on, it's not like we all go around talking about our vags. I think this is a great opportunity to make other multiple gendered people feel more comfortable with their bodies. I'm sexy, I'm hot. I have both a poon and a peener. Big fucking deal."
I don't know where this notion came from that I have some roster of noteworthy hermaphrodites, but I have no idea if she has a penis or not. The gif I made (no need to thank me) is from this video and everyone says you can see it there. People on her message board have talked about it, but finding a reputable source is tough. Especially since I barely even tried.
Lots of websites have posted it but sometimes the internet lies. Like once someone broke into my house and I was very frightened so I signed up for BigTitPatrol.com. The website claims they're "enforcing the law with big natural tits", but if you read the fine print you'll discover these girls have no actual legal authority. This despite countless pictures that clearly show them sexily arresting people. The whole thing is very deceptive.