Outfit for Lady Gaga Concert?

Hey all. For my birthday on 2/12, I got tickets to the Lady Gaga concert on 2/27. I’m so excited, I don’t know what to wear! I want to wear something crazy, since it is a Lady Gaga concert. However, I dont want to dress too crazy. Also, I want to stay warm, since its February, cold, and snowy. I also want to be comfortable, so nothing too tight, itchy, or anything I will constantly pull at. I’m thinking something with sparkles. And either sneakers (I have a black and pink pair) or Converse (I have a grey pair with rainbow laces) for my shoes. We have actual seats, so I’ll be able to wear a coat and put it down once inside.

So what are your suggestions for an outfit that is crazy enough for a Lady Gaga concert, will keep me warm outside, cool inside, and comfortable? Thanks so much!