After doing a little more research, it looks like it was a satire site that quoted her as confirming the rumors, and people took it as accurate; she has since outright denied being intersexed here:  http://www.thecelebritytruth.com/lady-gaga-denies-hermaphrodite-rumors/009146

An interesting roundup of the rumor is here:  http://idolator.com/5262212/the-lady-gaga-is-a-hermaphrodite-rumor-is-a-sign-that-were-all-just-doomed