If you think you have multiple personalities, we guarantee you Lady Gaga has more. For her latest just-for-shiggles project with super-stylist Nicola Formichetti, she plays Yuyi, an angry, chain-smoking mermaid with a scaly bra and gills on her face. Why is Yuyi peeved? Probably because she can’t walk where wants to go; namely, outside of her trailer. The short, shot by Ines & Vinoodh during the filming of the music video for You & I, screened tonight at Nicola’s new retail space in Tribeca…