Lady Gaga plays DC Comics villainess Harleen “Lee” Quinzel a.k.a. Harley Quinn opposite Joaquin Phoenix as Arthur Fleck a.k.a. Joker

Fans of Lady Gaga have never seen her like this before.

“That’s for sure,” the actress-musician, 38, tells PEOPLE when asked about the novelty of starring in Joker: Folie à Deux (in theaters Oct. 4). As an expert in reinvention — who has kept audiences on their toes as a pop superstar, fashion icon, jazz crooner and leading lady — she welcomes a new challenge.

“I really wanted to do something that I’ve never done before,” says Gaga of playing DC Comics villainess Harleen “Lee” Quinzel a.k.a. Harley Quinn opposite Joaquin Phoenix as Arthur Fleck a.k.a. Joker. In the new sequel to Todd Phillips’ 2019 hit origin story, Gaga and Phoenix, 49, alternate between the grim reality of Gotham’s Arkham State Hospital and the fanciful song-and-dance numbers representing their shared madness (yes, it’s a musical).

The other reason she chose Folie à Deux as her follow-up to 2018’s Oscar-winning A Star Is Born and 2021’s House of Gucci, says Gaga, is her recognition of those two extremes. “There’s so much around identity and duality in this movie,” says the woman born Stefani Germanotta. “For me, having a persona in my life as Gaga, I think I just wanted to make it really grounded in reality because I definitely think having two identities is really complicated. And I knew that there was a real story in there.”

Joaquin Phoenix and Lady Gaga in Joker: Folie A Deux. Niko Tavernise
Lee was a study of contradictions, adds the “Die With a Smile” singer. Her “love and obsession” for Arthur, she says, “was also admiration and disgust. I think it was truthful and dishonest. I think it was really dangerous, and also completely peaceful.”

Through every twist and turn in Folie à Deux, the character “was kind of all of it,” says Gaga. “She was like a very nonlinear person — and I think we’re all like that. Sometimes in storytelling, I think there’s a pull to want to make things make sense. And that was our enemy making this movie.”

She continues, “The more that she could be a contradiction, actually, I thought the more real she was.”

In fact, audiences seeing Folie à Deux, which centers on the murder trial of Arthur over the events of Joker, may be left with more questions than answers when it comes to Lee. Gaga herself admits she “didn’t really” leave the character behind after wrapping the film’s shoot.

“I mean, I didn’t bring her home with me,” she adds. But “you fall in love with the characters that you play. I always have, anyway. Sometimes I’ve had trouble leaving them.”

Joker: Folie à Deux, costarring Brendan Gleeson, Catherine Keener, Leigh Gill, Zazie Beetz, Sharon Washington and Steve Coogan, is in theaters Oct. 4.