After last week's results show, GaGa ran on stage and comforted eliminated contestant Kitty Brucknell and took her to her dressing room for a drink.
Colton told Digital Spy that GaGa also spent time with the other acts, offering advice and words of encouragement for the future.
"Lady GaGa was lovely. She was not at all what I was expecting. She was so down to Earth, so graceful as well," said the Liverpool singer.
"She just came down in her dressing gown to speak to everyone and it was really relaxed. It's not the whole character that you expect her to be. She gave everyone time.
"She showed her true personality when she went on stage with Kitty at the end. I think she showed a bit of real GaGa there."
He continued: "Just before we went on stage, she told us all, 'no matter what happens tonight, it's not the end'. She was dropped by a few record labels before her first album and single. She said it might be the same for us. We have to treat it as the beginning and not the end. She told us, 'it's not the be all and end all'."
Colton joked: "I was so excited to just see GaGa in the corridor, so when she came over and shook our hands I was like... 'oh my God, she's just been holding her own head on stage!'"
The X Factor airs tonight at 8.15pm on ITV1.
> 'X Factor' Kitty Brucknell: Lady GaGa convinced me I'm not a psycho
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