While kicking off her first-ever Las Vegas residency , Cyndi Lauper brought some Brooklyn attitude to Sin City as she responded to a rude fan. As the 2x Grammy winner was interrupted while introducing her song ‘Sally’s Pigeons’ on Friday at The Colosseum at Caesars Palace, where Cyndi Lauper: Live in Las Vegas runs through May 2, she called out a heckler in the audience. “I don’t know what the fuck you’re saying, hon,” prefaced Lauper in a video of the incident. “But please remember where you are, OK? Because if you’re trying to shade me, bitch, I’m gonna come for you. I’m from Brooklyn, and if I wanna fucking talk, I will do a tap dance if I fucking want. Sorry, that of course is not part of my people skills.” Lauper, who has said she’s done touring, announced her Vegas residency in October. The five-night run comes on the heels of her 69-show Girls Just Want to Have Fun Farewell Tour that wrapped up in August.…