Pop superstar Lady Gaga unexpectedly dropped a new EP on Wednesday, with holiday songs she will perform Thanksgiving night on her "A Very Gaga Thanksgiving" special.  Titled "A Very Gaga Holiday," the new EP was released digitally on Wednesday, and includes Gaga's take on holiday standards such as "White Christmas" and Nat King Cole's "Orange Colored Sky."  Gaga's 90-minute Thanksgiving special is scheduled to air at 9:30 PM ET on ABC Thursday night.  No word yet on when the holiday EP will be released in physical format.